[R] How to decide " weight" in WLS model in R ?

Bert Gunter gunter.berton at gene.com
Mon Mar 2 23:35:51 CET 2015


These are statistical, not R, issues I believe, and you appear to be
out of your depth statistically here. I suggest you talk to a local
statistical resource or, if you can't find such help, post on a
statistical site like stats.stackexchange.com.


Bert Gunter
Genentech Nonclinical Biostatistics
(650) 467-7374

"Data is not information. Information is not knowledge. And knowledge
is certainly not wisdom."
Clifford Stoll

On Mon, Mar 2, 2015 at 12:13 PM, Yan Wu <yanwu1205 at gmail.com> wrote:
> Hi,
> I would like to know how to decide the "weight" in a WLS model in R?
> For example, In the" pipeline " data from faraway, I try to fit a
> regression model Lab ~ Field (non-constant variance). I wish to use weights
> to account for the non-constant variance. So how to decide the weight in
> the WLS model?
> For the "pipeline" data, they split the range of Field into 12 groups of
> size 9. within each group, and they compute the variance of Lab as "varlab"
> and the mean of Field as "meanfield". In addition, they suppose that the
> variance in the response is linked to the predictor in the following way:
> var(Lab)=a*(Field^b).
> So we could get a estimate of a and b by regress log(varlab) on
> log(meanfield). But how to determine weights in a WLS fit of Lab on Field
> in R?
> I guess that it may require the function of 'VarConstPower' in R in the
> example above. So could you please explain how to use 'VarConstPower' in R?
> I will appreciate it if you could please answer the two questions above.
> Thanks!
> Angela
> -
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