Re: [R] {nlme} Multilevel estimation heteroscedasticity

2007-06-10 Thread Andrew Robinson
Rense, how about weights = varPower(form = ~ schavg) or weights = varConstPower(form = ~ schavg) or even weights = varPower(form = ~ schavg | type) Yuo might find Pinheiro and Bates (2000) to be a valuable investment. I hope that this helps, Andrew On Sun, Jun 10, 2007 at 04:35:58PM +

[R] {nlme} Multilevel estimation heteroscedasticity

2007-06-10 Thread Rense Nieuwenhuis
Dear All, I'm trying to model heteroscedasticity using a multilevel model. To do so, I make use of the nlme package and the weigths-parameter. Let's say that I hypothesize that the exam score of students (normexam) is influenced by their score on a standardized LR test (standLRT). Students