[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    rkoen...@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, c...@witthoft.com wrote:
[nothing deleted]
matplot(1:100, lm(rnorm(100)~poly(1:100,4),x=T)$x ) # for example

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Charles C. Berry                            (858) 534-2098
Dept of Family/ Preventive Medicine
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