pply the B-spline expansion in lm()
Thanks!
Francisco
From: Roger Koenker <[EMAIL PROTECTED]>
To: Thomas Lumley <[EMAIL PROTECTED]>
CC: r-help <[EMAIL PROTECTED]>
Subject: Re: [R] Polynomial lags
Date: Tue, 21 Oct 2003 09:57:10 -0500 (CDT)
For what it is worth, I would have tho
For what it is worth, I would have thought that expressing
the lag coefficients in a B-spline expansion would be preferable
to going back to Almon approach. This would give a relatively
simple lm() application.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED
On Tue, 21 Oct 2003, Spencer Graves wrote:
> Have you checked "www.r-project.org" -> search -> "R site search"? I
> just got 15 hits for "polynomial lag". If you haven't already tried
> this, I'd guess that some of these hits (though certainly not all) might
> help you.
>
Only one of these is a
Have you checked "www.r-project.org" -> search -> "R site search"? I
just got 15 hits for "polynomial lag". If you haven't already tried
this, I'd guess that some of these hits (though certainly not all) might
help you.
hope this helps. spencer graves
Francisco Vergara wrote:
Does anybody
Does anybody know if there is a built in fuction to use create polynomial
distributed lags (sometimed called Almon lag) on linear models?
Thanks
Francisco
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