Thanks Roger, I appreciate the feedback.
The paper I'm reading makes it sound like a very simple step. I'm still not sure how to do this. I'll keep reading. Thanks! -N On 8/6/09 3:15 PM, roger koenker wrote: > You could take a look at: > > M West, PJ Harrison, HS Migon - Journal of the American Statistical > Association, 1985 - jstor.org > Page 1. Dynamic Generalized Linear Models and Bayesian Forecasting > > and the subsequent literature it has generated... or along the same > lines the literature on chess > ratings. > > > 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 Aug 6, 2009, at 5:00 PM, Noah Silverman wrote: > >> Posted about this earlier. Didn't receive any response >> >> But, some further research leads me to believe that MAYBE a GLMM or a >> GEE function will do what I need. >> >> Hello, >> >> I have a bit of a tricky puzzle with trying to implement a logit >> model as described in a paper. >> >> The particular paper is on horseracing and they explain a model that >> is a logit trained "per race", yet somehow the coefficients are >> combined across all the training races to come up with a final set of >> coefficients. >> >> My understanding is that they maximize log likelihood across the >> entire set of training races. Yet this isn't just as standard logit >> model as they are looking at data "per race". >> >> This is a bit hard to explain, so I've attached a tiny pdf of the >> paragraph from the paper explaining this. >> >> Like everything else in the data/stat/econ world, there is probably a >> library in R that does this kind of thing, but after 3 days of heavy >> google research, I've been unable to find it. >> >> Does anyone have any suggestions?? >> >> Thanks. >> >> -N >> >> >> Attached is a jpg of the book page describing what I'm trying to do... >> >> >> ______________________________________________ >> R-help@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. > [[alternative HTML version deleted]] ______________________________________________ R-help@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.
