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st: RE: variance in glm


From   "Wooldridge, Jeffrey" <[email protected]>
To   <[email protected]>
Subject   st: RE: variance in glm
Date   Tue, 1 Mar 2011 15:52:58 -0500

Do you mean for each x in your data set or graphed as a function of x?

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

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

Jeffrey M. Wooldridge
University Distinguished Professor
Department of Economics
Michigan State University
110 Marshall-Adams Hall
East Lansing, MI 48824-1038
Phone: 517-353-5972
Fax: 517-432-1068
http://www.msu.edu/~ec/faculty/wooldridge/wooldridge.html
 

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Argyn
Kuketayev
Sent: Tuesday, March 01, 2011 3:03 PM
To: [email protected]
Subject: st: variance in glm

Hello

i have a model y = f(x) + e(x), where e(x) is an error term, x - is
independent variable, and y - dependent variable.
I'm trying to figure out how to make GLM to print me the estimate of
Var[e(x)] for each x

thanks
-- 
Argyn Kuketayev
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