[R] modeling interaction of continuous vars

Vadim Ogranovich vograno at arbitrade.com
Thu Feb 13 22:05:02 CET 2003


Dear R-Users,

I wonder what methods are available for modeling interaction of continuous
variables. Specifically I am interested in fitting a regression

y ~ f(w) * x

where y, x are vectors and f(w) is a smooth function of a continuous
parameter w (so it is f() that needs to be estimated). I can further assume
that f(w) is positive but I can not take the logarithms as both y and x can
be negative.


Thanks, Vadim

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