[R] Is there any multivariate regression function to combine all variables from a dataset?
Miguel Ratón Almansa
cibermike at telefonica.net
Fri Nov 30 12:36:41 CET 2007
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
More information about the R-help
mailing list