Re: st: RE: variance in glm

[Argyn Kuketayev <akuketayev@mail.primaticsfinancial.com>]

let me reformulate the problem then.

i have a set of observations (Xi, Yi). Xi and Yi are both discrete
numbers. my current hypothesis is that Yi = b1 Xi + b2 + Ei, where Ei
is an error term, maybe Gaussian. I think that Var[Ei] is not
constant, and want to estimate it somehow. the sample size is ~500,
and some Xi values repeat in observations, up to 30-40 times, i.e. i
could compute Var[Yi] for some Xi values directly, on the other hand
many Xi values don't repeat, i.e. there's only one observation with a
given Xi.

so, how to compute Var[Ei] for a any given Xi in Stata? preferably in
some non-parametric way

On Tue, Mar 1, 2011 at 4:07 PM, Wooldridge, Jeffrey <wooldri1@msu.edu> wrote:
> I guess this is beyond my knowledge of how the glm command works in
> Stata.

thanks
-- 
Argyn Kuketayev
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