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Linear Models with Heterogeneous Variance

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Linear Mixed-Effects Models Using R

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Abstract

In Chap. 4, we formulated the classical LM for independent observations. The key assumptions underlying the model are that the observations are independent and normally distributed with a constant, i.e., homogeneous variance, and that the expected value of the observations can be expressed as a linear function of covariates.

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Authors and Affiliations

  1. University of Michigan, 300 North Ingalls Building, Ann Arbor, Michigan, USA

    Andrzej GaƂecki

  2. Center for Statistics, Hasselt University, Agoralaan D, Diepenbeek, Belgium

    Tomasz Burzykowski

Authors
  1. Andrzej GaƂecki
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  2. Tomasz Burzykowski
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GaƂecki, A., Burzykowski, T. (2013). Linear Models with Heterogeneous Variance. In: Linear Mixed-Effects Models Using R. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-3900-4_7

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