Hello all- Lets say I have my dependent variable Y_ij and a time varying covariate X_ij. I want to formulate some regression model to check if X_ij is dependent on X_i1,X_i2,....,X_i(j-1) and Y_i1,Y_i2,....,Y_i(j-1). I want to test no dependence on the Y component.
I'm thinking a simple linear regression of X_i2,...,X_ij on X_i1,...,X_i(j-1) and Y_i1,...,Y_i(j-1) with NO intercept term using the lm() function should do it. Then I can look at the regression coefficient of Y to test for no dependence on Y. Does this make sense or is there a better/correct way to do this? Thanks George -- View this message in context: http://r.789695.n4.nabble.com/How-to-check-conditional-dependence-tp2545533p2545533.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
