[R] searching for an analytical function
spencer.graves at pdf.com
Tue May 6 17:25:45 CEST 2003
Have you considered stepwise regression, e.g., stepAIC from the MASS
library or stepAIC.c dowloadable from "www.prodsyse.com"? The latter is
not solidly debugged but has worked with several examples with "lm". If
you have the time, you can dig through the code and modify the hierarchy
rules to suit your needs.
hope this helps. spencer graves
Casiano Rodriguez Leon wrote:
> Hello all,
> This is the problem I am dealing with:
> I have an R data frame with the sample of observations of the control
> variables "x1", "x2" , ... and the response variable "y".
> I also have a set of "base" functions = "x1, "x2", ..., "log(x1)",
> "log(x2)", ...
> What I need is to have the ANALYTICAL function, i.e. a polynom of the
> given base functions, (s.t like x1^3*log(x2) ) that represents my data,
> i.e. that minimizes the average errors of the predictions.
> I guess that using non-parametric regression I can obtain a non analytical
> answer. Do you know of any solutions for that problem or similars? If so,
> where can I find them?
> Many, many thanks,
> R-help at stat.math.ethz.ch mailing list
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