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d1
2002 Jan 30
1
Hi,
Hi,
Sorry for the confusion.
I would like to estimate a model wherein
the marginals of z with respect to w1 and w2
are smooth functions of x and y. I have data
on z, x, y, w1 and w2.
so E[dz/dw1] = f(x,y) and E[dz/dw2] = g(x,y)
and I would like to estimate f(x,y) and g(x,y)
I suppose I could try to fit something more general
using projection pursuit, but the nature of the problem
suggests the above structure.
For some reason I thought
x:y:z
would fit just the interaction term
xyz...