[R] How to get around heteroscedasticity with non-linear leas t squares in R?

Liaw, Andy andy_liaw at merck.com
Tue Feb 21 19:56:39 CET 2006


Your understanding isn't similar to mine.  Mine says robust/resistant
methods are for data with heavy tails, not heteroscedasticity.  The common
ways to approach heteroscedasticity are transformation and weighting.  The
first is easy and usually quite effective for dose-response data.  The
second is not much harder.  Both can be done in R with nls().

Andy

From: Quin Wills
> 
> I am using "nls" to fit dose-response curves but am not sure 
> how to approach
> more robust regression in R to get around the problem of the my error
> showing increased variance with increasing dose.  
> 
>  
> 
> My understanding is that "rlm" or "lqs" would not be a good idea here.
> 'Fairly new to regression work, so apologies if I'm missing something
> obvious.
> 
>  
> 
> 
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