JMP 10 Modeling and Multivariate Methods

Contents 

Overview of the Loglinear Variance Model

Model Specification

Notes

Example Using Loglinear Variance

The Loglinear Report

Loglinear Platform Options

Save Columns

Row Diagnostics

Examining the Residuals

Profiling the Fitted Model

Example of Profiling the Fitted Model

 

Overview of the Loglinear Variance Model

The loglinear-variance model (Harvey 1976, Cook and Weisberg 1983, Aitken 1987, Carroll and Ruppert 1988) provides a way to model the variance simply through a linear model. In addition to having regressor terms to model the mean response, there are regressor terms in a linear model to model the log of the variance:

mean model: E(y) = Xβ

variance model: log(Variance(y)) = Z λ,

or equivalently

Variance(y) = exp(Z λ)

where the columns ...