Fitting Linear Models • Loglinear Variance Models • Overview of the Loglinear Variance Model • Notes
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Notes
Every time another parameter is estimated for the mean model, at least one more observation is needed, and preferably more. But with variance parameters, several more observations for each variance parameter are needed to obtain reasonable estimates. It takes more data to estimate variances than it does means.
The log-linear variance model is a very flexible way to fit dispersion effects, and the method deserves much more attention than it has received so far in the literature.

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Help created on 9/19/2017