heterogeneous variance
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heterogeneous variance





I wish to fit an error variance which varies smoothly with a time variable e.g.
a quadratic
     var(t) = b0 + b1 * t + b2 * t * t
Is it possible to fit a function like this? I know I can divide my time variable
up into discrete intervals and get an error variance for each 'environment' but
a quadratic would fit fewer parameters.

A second question. When specifying an error which depends on the level of some
environmental factor (with unequal  class frequencies) is it necessary to
specify, for the R structure, the numbers in each class and sort the data on
this factor or is there a simple way of just specifying 'let the error vary with
the levels of this factor' ? Thanks.


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