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Modelling Variance Heterogeneity in Normal Regression Using GLIM
Author(s) -
Aitkin Murray
Publication year - 1987
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347792
Subject(s) - statistics , mathematics , econometrics , regression , regression analysis , variance (accounting) , economics , accounting
SUMMARY This paper describes and presents simple GLIM macros for the modelling of variance heterogeneity in normal regression analysis, using a log‐linear regression model for the variance. The procedure is illustrated with two examples.