Re: [R] Non-constant variance and non-Gaussian errors

2008-09-03 Thread roger koenker
kling" Subject: Re: [R] Non-constant variance and non-Gaussian errors with gnls To: r-help@r-project.org Message-ID: Content-Type: text/plain; charset=UTF-8 Well, it looks like I am partly answering my own question. gnls is clearly not going to be the right method to use to try out a non-Gaus

[R] Non-constant variance and non-Gaussian errors

2008-09-03 Thread Monica Pisica
Statistical Society (B) 70(2): - . Hope this helps some, Monica --- Message: 94 Date: Wed, 3 Sep 2008 09:24:10 +0100 From: "Paul Suckling" Subject: Re: [R] Non-constant variance and non-Gaussian errors with gnls To: r-help@r-project.org

Re: [R] Non-constant variance and non-Gaussian errors with gnls

2008-09-03 Thread Paul Suckling
Well, it looks like I am partly answering my own question. gnls is clearly not going to be the right method to use to try out a non-Gaussian error structure. The "ls"=Least Squares in "gnls" means minimising the sum of the square of the residuals ... which is equivalent to assuming a Gaussian error

[R] Non-constant variance and non-Gaussian errors with gnls

2008-09-02 Thread Paul Suckling
I have been using the nls function to fit some simple non-linear regression models for properties of graphite bricks to historical datasets. I have then been using these fits to obtain mean predictions for the properties of the bricks a short time into the future. I have also been calculating appro