This is not `temporal correlation'. You can supply a weights argument to glm and so downweight older observations. Since the theory is no longer exactly apposite, treat the standard errors etc with some caution.
On Thu, 18 Mar 2004 [EMAIL PROTECTED] wrote: > We would like to perform a logistic regression analysis weighting the > independent variable in a temporal fashion, i.e. events occuring most > recent get highest weight. Does anyone know how to do this in R?? > > Regards > S. Merser and S. Lophaven -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
