Model Building III – Remedial Measures. KNNL – Chapter 11. Unequal (Independent) Error Variances – Weighted Least Squares (WLS). Case 1 – Error Variances known exactly (VERY rare) Case 2 – Error Variances known up to a constant
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KNNL – Chapter 11
Data are means of unequal numbers of replicates at X-levels, can use any weights generally
Japanese study of Rosuvastin for patients with high cholesterol. n = 6 doses, # of patients per dose (ri) varied: (15, 17, 12, 14, 18, 13)
After preliminary plots, determined that Y = change in LDL, X = ln(Dose)
This is referred to White’s estimator, and is robust to specification of form of error variance
Goal: choose small c such that the estimators stabilize (flatten) and VIFs get small