[R] modeling interaction of continuous vars

kjetil brinchmann halvorsen kjetil at entelnet.bo
Fri Feb 14 03:35:03 CET 2003


On 13 Feb 2003 at 15:03, Vadim Ogranovich wrote:

I beleave this can be done with the mgcv package.

library(mgcv)
?gam

Kjetil Halvorsen

> 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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