Hello We would like to perform a logistic regression analysis weighting the independent variable in a temporal fashion, i.e. events occuring most recent get highest weight. Does anyone know how to do this in R?? Regards S. Merser and S. Lophaven
Hello,
You can either use nls and add weights see ?nls.
Or use a generalized linear model and also change the weights. se ?glm
Regards
Wayne
-----Original Message-----
From: merser@tiscali.dk [mailto:merser@tiscali.dk]
Sent: 18 March 2004 08:37
To: r-help@stat.math.ethz.ch
Subject: [R] logistic regression with temporal correlation
Hello
We would like to perform a logistic regression analysis weighting the
independent variable in a temporal fashion, i.e. events occuring most
recent get highest weight. Does anyone know how to do this in R??
Regards
S. Merser and S. Lophaven
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This is not `temporal correlation'. You can supply a weights argument to glm and so downweight older observations. Since the theory is no longer exactly apposite, treat the standard errors etc with some caution. On Thu, 18 Mar 2004 merser at tiscali.dk wrote:> We would like to perform a logistic regression analysis weighting the > independent variable in a temporal fashion, i.e. events occuring most > recent get highest weight. Does anyone know how to do this in R?? > > Regards > S. Merser and S. Lophaven-- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595