On 2012-03-19 02:12, Soberon Velez, Alexandra Pilar wrote:
Dear memberships,
I'm trying to estimate the following multivariate local regression model using the
"locfit" package:
BMI=m1(RCC)+m2(WCC)
where (m1) and (m2) are unknown smooth functions.
My problem is that once I get the regression done I cannot get the fitted
values of each of this smooth functions (m1) and (m2). What I write is the
following
library(locfit)
data(ais)
fit2<-locfit.raw(x=lp(ais$RCC,h=0.5,deg=1)+lp(ais$WCC,deg=1,h=0.75),y=ais$BMI,ev=dat(),kt="prod",kern="gauss")
g21<-predict(fit2,type="terms")
If I done this on the computer the results of (g21) is a vector when I should
have a matrix with 2 columns (one for each fitted smooth function).
?predict.locfit doesn't indicate the option of a 'terms' argument.
Also, your model specification doesn't look correct: either provide
a formula to locfit() or a matrix x to locfit.raw.
Peter Ehlers
Please, somebody knows how can I get the estimated fitted values of both smooth
functions (m1) and (m2) using a local linear regression with kernel weights as
this example?
thanks a lot in advance I'm very desperate.
Alexandra
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