lm: how are polynomial functions interpreted?
[E] Y = a + b*sin(d*x+phi) isn't a linear model and therefore can't be estimated with lm() -- you will need some heavier artillery. Linear as in lm() means "linear in parameters." (As it happens, I'm adapting Gordon Smyth's pronyfreq S code for the above problem this afternoon, and have been wondering why someone else hasn't already done this? Any clues? url: www.econ.uiuc.edu/~roger Roger Koenker email rkoenker at uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820
On Jan 12, 2009, at 4:57 PM, Carl Witthoft wrote:
Well..... *_* , I think it should have been clear that this was not a question for which any code exists. In fact, I gave two very specific examples of function calls. The entire point of my question was not "what's up with my (putative) code and data " but rather to try to understand the overarching philosophy of the way lm() treats the function it's given. I do understand the sneaky ways to make it do a linear fit with or without forcing the origin. And, sure, I could have run a data set thru a bunch of different quadratic-like functions to try to see what happens. Let me pick a more complicated example. The general case of a sin fit might be Y = a + b*sin(d*x+phi) .(where, to be pedantic, x is the only data input. All others are coefficients to be found) If I try y<-lm(yin~I(sin(x))), what is the actual fit function? And so on. That's why I was hoping for a more general explanation of what lm() does. Charles C. Berry wrote:
On Mon, 12 Jan 2009, cgw at witthoft.com wrote: [nothing deleted] matplot(1:100, lm(rnorm(100)~poly(1:100,4),x=T)$x ) # for example
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Ahem!
and provide commented, minimal, self-contained, reproducible code.
......^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Charles C. Berry (858) 534-2098
Dept of Family/
Preventive Medicine
E mailto:cberry at tajo.ucsd.edu UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego
92093-0901
______________________________________________ R-help at 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.