[R] fitting a curve according to a custom loss function

[Vadim Ogranovich]

Andy,

Here is a toy example where such model might make sense. Suppose y is the
total income of an individual over the last two years and x_1 and x_2 are
the taxes he paid on each of the two years. If taxes were linear in income
then y ~ a*(x_1 + x_2). With a progressive tax system it is
y ~ f(x_1) + f(x_2)

Hope it makes more sense now,
Vadim

> -----Original Message-----
> From: Liaw, Andy [mailto:andy_liaw at merck.com]
> Sent: Wednesday, February 19, 2003 5:33 AM
> > Vadim Ogranovich wrote:
> > 
> > >Dear R-Users,
> > >
> > >I need to find a smooth function f() and coefficients a_i 
> > that give the best
> > >fit to
> > >
> > >y ~ a_0 + a_1*f(x_1) + a_2*f(x_2)
> > >
> 
> The model is very strange (to me, at least).  It's not 
> obvious to me that
> it's even identifiable.  (Sorry that I don't have anything 
> constructive to
> add.)
> 
> Andy

-------------------------------------------------- 
DISCLAIMER \ This e-mail, and any attachments thereto, is intend ... [[dropped]]