This paper introduces an exploratory way to determine how variance relates to the mean in generalized linear models. This novel method employs the robust likelihood technique introduced by Royall and Tsou. A urinary data set collected by Ginsberg et al. and the fabric data set analysed by Lee and Nelder are considered to demonstrate the applicability and simplicity of the proposed technique. Application of the proposed method could easily reveal a mean-variance relationship that would generally be left unnoticed, or that would require more complex modelling to detect.
- Generalized linear models
- Robust regression