The idea is to move from regional dummies interacted with time dummies (model 1) to a smooth spline (defined on longitudes and latitudes) interacted with time dummies (model 2), i.e.,
Model 1: Log p ~ X\beta + REGION*YEAR Model 2: Log p ~ X\beta + f(long, lat)*YEAR Estimating the f's in a loop therefore does not really help... -----Original Message----- From: Roger Koenker [mailto:rkoen...@illinois.edu] Sent: Donnerstag, 11. Juni 2015 15:33 To: Waltl, Sofie (sofie.wa...@uni-graz.at) Cc: r-help@r-project.org Subject: Re: [R] Quantile regression model with nonparametric effect and interaction The main effect trend seems rather dangerous, why not just estimate the f's in a loop? url: www.econ.uiuc.edu/~roger Roger Koenker email rkoen...@uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Urbana, IL 61801 > On Jun 11, 2015, at 1:57 AM, Waltl, Sofie (sofie.wa...@uni-graz.at) > <sofie.wa...@uni-graz.at> wrote: > > Dear all, > > I would like to estimate a quantile regression model including a > bivariate nonparametric term which should be interacted with a dummy > variable, i.e., log p ~ year + f(a,b):year. > I tried to use Roger Koenker's quantreg package and the functions rqss and > qss but it turns out that interactions are not possible in this setting. Also > weights are not implemented yet to build a work-around. I am looking for > something like the by-statement in Simon Wood's package mgcv. Does anything > comparable exist? > I am grateful for any help on this issue. > > Kind regards, > S. Waltl > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
