[R] heteroscedasticity problem
roger koenker
rkoenker at uiuc.edu
Wed Feb 7 22:39:38 CET 2007
If you haven't already you might want to take a look at:
http://www.econ.uiuc.edu/~roger/research/rq/QReco.pdf
which is written by and for ecologists.
url: www.econ.uiuc.edu/~roger Roger Koenker
email rkoenker at uiuc.edu Department of Economics
vox: 217-333-4558 University of Illinois
fax: 217-244-6678 Champaign, IL 61820
On Feb 7, 2007, at 2:52 PM, robert.ptacnik at niva.no wrote:
>
>
>
>
>
> Dear Listers,
>
> I have a regression problem (x->y) with biological data, where x
> influences
> y in two ways, (1) y increases with x and (2) the variation around
> the mean
> (residuals) decreases with increasing x, i.e. y becomes more
> 'predictable'
> as x increases.
> The relationship is saturating, y~a + bx + cx^2, gives a very good
> fit.
>
> I know basically how to test for heteroscedasticity. My question is if
> there is an elegant regression method, which captures both, the
> mean and
> the (non-constant) variation around the mean. Such a method would
> ideally
> yield an estimate of the mean and its variation, both as a function
> of x.
>
> The pattern corresponds very well to some established ecological
> theory
> (each x is the species richness of a community of primary
> producers, y is
> the productivity of each community; productivity and its
> predictability
> both increase with increasing species richness).
>
> Apologies for the probably clumsy decription of my problem - I am
> ecologist, not statistician (but a big fan of R).
>
> Cheers,
> Robert
>
>
> Robert Ptacnik
> Norwegian Institute for Water Research (NIVA)
> Gaustadalléen 21
> NO-0349 Oslo
> FON +47 982 277 81
> FAX +47 221 852 00
>
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