Message-ID: <400DBDA7.8050009@auckland.ac.nz>
Date: 2004-01-20T23:45:43Z
From: Hadley Wickham
Subject: Combining several regressions
I've a situation where I need to perform different regressions on
different subsets of my data and then combine the resulting fitted
values back into the original dataset (partly this is because loess
doesn't do grouping, but I'd also like to approximate the shrinkage
estimators of mixed models by giving low weights to observations in the
groups other than the one I'm regressing).
For example, I want to fit separate loess regressions for each value of
some conditioning value. I can do the regressions with by(data.frame,
conditioning.variable, function(subset) { loess(y ~ x, subset) }) but
I'm at a loss as how to get the fitted values out and match them up with
the rows in the original dataset.
Any suggestions?
Thanks,
Hadley