Thanks Roger,

I appreciate the feedback.

The paper I'm reading makes it sound like a very simple step.  I'm still 
not sure how to do this.  I'll keep reading.

Thanks!

-N

On 8/6/09 3:15 PM, roger koenker wrote:
> You could take a look at:
>
> M West, PJ Harrison, HS Migon - Journal of the American Statistical 
> Association, 1985 - jstor.org
> Page 1. Dynamic Generalized Linear Models and Bayesian Forecasting
>
> and the subsequent literature it has generated... or along the same 
> lines the literature on chess
> ratings.
>
>
> url:    www.econ.uiuc.edu/~roger            Roger Koenker
> email    rkoenker@uiuc.edu            Department of Economics
> vox:     217-333-4558                University of Illinois
> fax:       217-244-6678                Urbana, IL 61801
>
>
>
> On Aug 6, 2009, at 5:00 PM, Noah Silverman wrote:
>
>> Posted about this earlier.  Didn't receive any response
>>
>> But, some further research leads me to believe that MAYBE a GLMM or a 
>> GEE function will do what I need.
>>
>> Hello,
>>
>> I have a bit of a tricky puzzle with trying to implement a logit 
>> model as described in a paper.
>>
>> The particular paper is on horseracing and they explain a model that 
>> is a logit trained "per race", yet somehow the coefficients are 
>> combined across all the training races to come up with a final set of 
>> coefficients.
>>
>> My understanding is that they maximize log likelihood across the 
>> entire set of training races. Yet this isn't just as standard logit 
>> model as they are looking at data "per race".
>>
>> This is a bit hard to explain, so I've attached a tiny pdf of the 
>> paragraph from the paper explaining this.
>>
>> Like everything else in the data/stat/econ world, there is probably a 
>> library in R that does this kind of thing, but after 3 days of heavy 
>> google research, I've been unable to find it.
>>
>> Does anyone have any suggestions??
>>
>> Thanks.
>>
>> -N
>>
>>
>> Attached is a jpg of the book page describing what I'm trying to do...
>>
>>
>> ______________________________________________
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>> PLEASE do read the posting guide 
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>

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