Vadim Ogranovich
2001-Apr-27 19:20 UTC
[R] noise in explanatory variable. Used to be: Regressions with monot onicity constraints
Dear All, First of all let me thank Frank Harrell, Thomas Lumley and Greg Snow for their very helpful insights on fitting monotonic regressions. As I work with my data I often feel like the data "resists" to fit monotonic model though I have a strong a-priory believe it should. One of potential reasons of this resistance is that the explanotary variable is not known exactly rather has a noice term of its own. That is instead of fitting the y = f(x) + noise model I need to fit y = f(x + noise2) + noise where f() is either monotonic or smooth (I hope that if I allow for noise in x then estimated smooth f() will naturally come out monotonic). Is it a known setting of a statistical model? Is there S-Plus/R/C code for fitting such models? Thank you, Vadim -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._