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RE: st: What is this problem called?


From   Maarten buis <[email protected]>
To   [email protected]
Subject   RE: st: What is this problem called?
Date   Fri, 16 Nov 2007 07:36:33 +0000 (GMT)

--- Kieran McCaul <[email protected]> wrote:
> For example, if 200 procedures were performed,
> there might be little difference in the average time for the first 50
> procedure compared to the last 50 procedures.  I suspect, though,
> that there might be a large difference in the variance of these
times. 
> It's the change in variance as more procedures are performed that's
of
> interested. 

This seems to be a hetroscedastic model, have a look at chapter 10 of
(McCullagh & Nelder 1989). A similar model that deals with discrete or
ordinal data is sometimes called a hetregeneous choice models, this is
discussed here: http://www.nd.edu/~rwilliam/oglm/index.html

P. McCullagh, John A. Nelder (1989), "Generalized Linear Models",
Second Edition, Chapman & Hall/CRC. 

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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