Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: RE: variance in glm


From   Argyn Kuketayev <[email protected]>
To   [email protected]
Subject   Re: st: RE: variance in glm
Date   Tue, 1 Mar 2011 16:03:07 -0500

On Tue, Mar 1, 2011 at 3:52 PM, Wooldridge, Jeffrey <[email protected]> wrote:
> Do you mean for each x in your data set or graphed as a function of x?

either graphed or data set.

>
> In either case, you first need to determine which distribution and which
> link function you are using. What is the nature of y?

the distribution is gaussian, identity

>
> By the way, it is equivalent to say that you would like the estimates of
> Var(y|x) without introducing an additive error term.

right, but the error term is additive in this case.

cheers
Argyn Kuketayev
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index