R_help Help wrote:
Hi - I read through dse package manual a bit. I'm not quite certain
how I can use it to estimate a time varying coefficient regression
model? I might pick up an inappropriate package. Any suggestion would
be greatly appreciated. Thank you.
Just rewrite the linear regression model into state-space equations, and
apply Kalman filtering. See Chapter 16 or 17 in our Analysing Ecological
Data book. There will be packages in R that can do kalman filtering and
smoothing
Alain
rh
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PLEASE do read the posting guide
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-
Dr. Alain F. Zuur
First author of:
1. Analysing Ecological Data (2007).
Zuur, AF, Ieno, EN and Smith, GM. Springer. 680 p.
2. Mixed effects models and extensions in ecology with R. (2009).
Zuur, AF, Ieno, EN, Walker, N, Saveliev, AA, and Smith, GM. Springer.
3. A Beginner's Guide to R (2009).
Zuur, AF, Ieno, EN, Meesters, EHWG. Springer
Statistical consultancy, courses, data analysis and software
Highland Statistics Ltd.
6 Laverock road
UK - AB41 6FN Newburgh
Email: highs...@highstat.com
URL: www.highstat.com
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