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</div><div class="ydpd920d03dyahoo-style-wrap" style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;" dir="ltr" data-setdir="false">Muito obrigado Walmes.</div><div class="ydpd920d03dyahoo-style-wrap" style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;"><br></div><div class="ydpd920d03dyahoo-style-wrap" style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;">
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On Monday, December 2, 2019, 12:40:19 PM GMT-2, Walmes Zeviani <walmeszeviani@gmail.com> wrote:
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<div><div id="yiv1786685056"><div><div dir="ltr"><div dir="ltr"><div class="yiv1786685056gmail_default" style="font-family:trebuchet ms, sans-serif;">Respostas dentro da mensagem.</div></div><div dir="ltr"><br clear="none"></div><div class="yiv1786685056gmail_default" style="font-family:trebuchet ms, sans-serif;">À disposição.</div><div class="yiv1786685056gmail_default" style="font-family:trebuchet ms, sans-serif;">Walmes.</div><br clear="none"><div class="yiv1786685056gmail_quote"><div class="yiv1786685056gmail_attr" dir="ltr">On Thu, Nov 28, 2019 at 2:49 PM Luiz Leal <<a href="mailto:richfield1974@yahoo.com" target="_blank" rel="nofollow" shape="rect" ymailto="mailto:richfield1974@yahoo.com">richfield1974@yahoo.com</a>> wrote:<br clear="none"></div><blockquote class="yiv1786685056gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex;"><div><div style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;"></div><div style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;">
</div><div style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;" dir="ltr">Prezado Walmes, muito obrigado.</div><div style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;" dir="ltr"><br clear="none"></div><div style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;" dir="ltr"><br clear="none"></div><div style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;" dir="ltr">Pelo que entendi não é possível <span><span style="text-align:left;color:rgb(29,34,40);text-transform:none;text-indent:0px;letter-spacing:normal;font-family:monospace;font-size:13px;font-style:normal;font-variant:normal;font-weight:400;text-decoration:none;word-spacing:0px;display:inline;white-space:normal;float:none;background-color:rgb(255,255,255);">"sigma^2_b"</span></span> e <span><span style="text-align:left;color:rgb(29,34,40);text-transform:none;text-indent:0px;letter-spacing:normal;font-family:monospace;font-size:13px;font-style:normal;font-variant:normal;font-weight:400;text-decoration:none;word-spacing:0px;display:inline;white-space:normal;float:none;background-color:rgb(255,255,255);">"sigma^2_e"</span></span> utilizando a função gls().</div></div></blockquote><div><span class="yiv1786685056gmail_default" style="font-family:trebuchet ms, sans-serif;">Não. Tem-se que usar um modelo de efeitos aleatórios.</span> </div><blockquote class="yiv1786685056gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex;"><div><div style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;"><b></b><i></i><u></u><sub></sub><sup></sup><strike></strike><b></b><i></i><u></u><sub></sub><sup></sup><strike></strike><br clear="none"></div><div style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;" dir="ltr"><span><span style="text-align:left;color:rgb(29,34,40);text-transform:none;text-indent:0px;letter-spacing:normal;font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;font-style:normal;font-variant:normal;font-weight:400;text-decoration:none;word-spacing:0px;display:inline;white-space:normal;float:none;background-color:rgb(255,255,255);">A função VarCorr(modelo2) fornece <span><span style="text-align:left;color:rgb(0,0,0);text-transform:none;text-indent:0px;letter-spacing:normal;font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;font-style:normal;font-variant:normal;font-weight:400;text-decoration:none;word-spacing:0px;white-space:normal;"><span style="background-color:rgb(255,255,255);color:rgb(29,34,40);display:inline;float:none;font-family:monospace;font-size:13px;font-style:normal;font-variant:normal;font-weight:400;letter-spacing:normal;text-align:left;text-decoration:none;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;">"sigma^2_b"</span></span><span style="text-align:left;color:rgb(0,0,0);text-transform:none;text-indent:0px;letter-spacing:normal;font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;font-style:normal;font-variant:normal;font-weight:400;text-decoration:none;word-spacing:0px;display:inline;white-space:normal;float:none;background-color:rgb(255,255,255);"> e </span><span style="text-align:left;color:rgb(0,0,0);text-transform:none;text-indent:0px;letter-spacing:normal;font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;font-style:normal;font-variant:normal;font-weight:400;text-decoration:none;word-spacing:0px;white-space:normal;"><span style="background-color:rgb(255,255,255);color:rgb(29,34,40);display:inline;float:none;font-family:monospace;font-size:13px;font-style:normal;font-variant:normal;font-weight:400;letter-spacing:normal;text-align:left;text-decoration:none;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;">"sigma^2_e"</span></span></span>, correto?</span></span></div></div></blockquote><div class="yiv1786685056gmail_default" style="font-family:trebuchet ms, sans-serif;">Sim. Mas a interpretação é mais específica. "sigma^2_e" é a variância do erro ao redor do ponto médio da curva em um ponto específico do suporte da covariável que eu imagino ser o 0. A variância em outros pontos da curva será outra, obviamente, porque você declarou um modelo heterocedástico.</div><div class="yiv1786685056gmail_default"><span style="font-family:monospace;"><br clear="none"></span></div><div class="yiv1786685056gmail_default" style="font-family:trebuchet ms, sans-serif;"><span style="font-family:monospace;"># Média ajustada.<br clear="none">m <- unique(fitted(modelo2))<br clear="none"><br clear="none"># Modelo ajustado.<br clear="none">plot(y ~ as.integer(x))<br clear="none">lines(m ~ seq_along(m))<br clear="none"><br clear="none"># Variância estimada é função da média.<br clear="none"># s2(v) = exp(2* t * v)<br clear="none">var_estim <- 6041.676 * exp(2 * 0.0009743905 * m)<br clear="none">var_amost <- tapply(y, x, var)<br clear="none">cbind(var_amost, var_estim)<br clear="none"><br clear="none"># Resíduos crus e padronizados.<br clear="none">plot(residuals(modelo2) ~ fitted(modelo2))<br clear="none">plot(residuals(modelo2, type = "pearson") ~ fitted(modelo2))<br clear="none"><br clear="none"># Calculando o resíduo padronizado.<br clear="none">r_my <- residuals(modelo2)/<br clear="none"> sqrt(6041.676 * exp(2 * 0.0009743905 * fitted(modelo2)))<br clear="none"><br clear="none"># Comparação.<br clear="none">cbind(r_my, residuals(modelo2, type = "pearson"))</span><br clear="none"></div><div class="yiv1786685056gmail_default" style="font-family:trebuchet ms, sans-serif;"><br clear="none"></div><blockquote class="yiv1786685056gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex;"><div><div style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;" dir="ltr"><b></b><i></i><u></u><sub></sub><sup></sup><strike></strike><br clear="none"></div><div style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;" dir="ltr"> Variance StdDev <br clear="none">(Intercept) 667641.149 817.09311<br clear="none">Residual 6041.696 77.72834</div><b></b><i></i><u></u><sub></sub><sup></sup><strike></strike><div style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;" dir="ltr"><br clear="none"></div><div style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;" dir="ltr">Tenho uma dúvida: a variância do intercepto é <span><span style="text-align:left;color:rgb(0,0,0);text-transform:none;text-indent:0px;letter-spacing:normal;font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;font-style:normal;font-variant:normal;font-weight:400;text-decoration:none;word-spacing:0px;white-space:normal;"><span style="background-color:rgb(255,255,255);color:rgb(29,34,40);display:inline;float:none;font-family:monospace;font-size:13px;font-style:normal;font-variant:normal;font-weight:400;letter-spacing:normal;text-align:left;text-decoration:none;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;">"sigma^2_b"</span></span></span>?</div></div></blockquote><div><span class="yiv1786685056gmail_default" style="font-family:trebuchet ms, sans-serif;">Sim.</span></div><div class="yiv1786685056yqt1475189828" id="yiv1786685056yqtfd12782"><div><br clear="none"><span class="yiv1786685056gmail_default" style="font-family:trebuchet ms, sans-serif;"></span><span class="yiv1786685056gmail_default" style="font-family:trebuchet ms, sans-serif;"></span></div><blockquote class="yiv1786685056gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex;"><div><div style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;" dir="ltr"><br clear="none"></div><div style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;" dir="ltr"><br clear="none"></div><div style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;" dir="ltr">Muito obrigado. Sua contribuição está sendo muito válida no meu trabalho.</div><div style="font-family:Helvetica Neue, Helvetica, Arial, sans-serif;font-size:13px;" dir="ltr">Luiz</div></div></blockquote></div></div></div></div></div></div>
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