Hello.
I'm am trying to follow a recommendation to deal with a dependent variable
in a linear regression.
I read that, due to the positive trend in my dependent variable residual vs
mean function, I should
1) run a linear regression to estimate the standard deviations from this
trend, and
2) run a second linear regression and use 1 / variance as weight.
These might be terribly stupid questions, but:
a) Where do I find the standard deviations from this trend in the lm
output? Except for coefficients I only see residual std error, DF, R^2, F
and p values.
b) Why exactly does one adjust a linear regression by a 1/variance weight,
and in what cases?
Thanks
T
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