[R] mulitple mixed regression with spline

[Prof Brian Ripley]

On Fri, 24 Jun 2005, james lumley wrote:

> Hi, I'm looking to implement a regression with mixed terms. I have 2

What do you mean by `mixed'?  Not I think  in the sense of Pinheiro & 
Bates' book or nlme.

> biological endpoints for a dataset of n=77, one linearly related and
> the other fits a spline.  I want to combine these two terms in a
> linear regression for prediction, then apply the model to a test set.
>
> this works fine, good r2 and I've graphed the spline.
> m1<-lm(y~x1,data=train)
> m2<-smooth.spline(x2,y); (spl)
>
> what i want is
> y=x+bilin(x2)

You can see several ways to do this in MASS.  Most simply

lm(y ~ x1 + ns(s2, df=?))

for regression splines.  For smoothing splines, see the functions gam() in
packages mgcv and gam (which differ considerably), or bruto() in mda or 
package gss or ....

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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