Physical Sciences and Mathematics Commons^™

Estimating Variance Functions For Weighted Linear Regression, Michael S. Williams, Hans T. Schreuder, Timothy G. Gregoire, William A. Bechtold

Conference on Applied Statistics in Agriculture

For linear models with heterogeneous error structure, four variance function models are examined for predicting the error structure in two loblolly pine data sets and one white oak data set. An index of fit and a simulation study were used to determine which models were best. The size of coefficients for linear and higher order terms varied drastically across different data sets, thus it is not desirable to recommend a general model containing both linear and higher order terms. The unspecified exponent model σ²v_i = σ²⁽D_i² H_i)^{k 1} is recommended …