Miguel Ratón Almansa
2007-Nov-30 11:36 UTC
[R] Is there any multivariate regression function to combine all variables from a dataset?
Hi everybody, I've been looking for a function that combines all variables from a dataset because I need to do multivariate regression. If we have linear regression with an expression like f(x) = a0 + sum(ai*xi) what I want to do is something like f(x) = a0 + sum(ai*xi) + sum(sum(bij * xi * xj)) + sum(sum(sum(cijk*xi*xj*xk))) + ... So I need a function that combines all the values from the dataset in order to produce the xi, xi*xj, xi*xj*xk values. The variables can take values in different ranges so I need that the function controls the scale. After that I would apply the regression to the obtained dataset. Example X1 X2 n11 n12 n21 n22 n31 n32 -> X1 X2 X1*X2 n11 n12 n11*n12 n21 n22 ... n31 n32 ... Is there any function like this in which, in addition of the above mentioned, I can specify the degree of combination? Thanks for your help, Miguel