Re: [R] Linear model with hidden variables

From: Ingmar Visser <I.Visser_at_uva.nl>
Date: Wed 04 Oct 2006 - 08:18:45 GMT


Richard,
I'm not sure I fully understand your question but the flexmix package does mixtures of linear models which may be what you want. Hth, Ingmar

> From: "Richard A. O'Keefe" <ok@cs.otago.ac.nz>
> Date: Wed, 4 Oct 2006 18:36:55 +1300 (NZDT)
> To: <r-help@stat.math.ethz.ch>
> Subject: [R] Linear model with hidden variables
>
>
> I have some data on a moving vehicle where, amongst other things,
> it looks as though it would be informative to fit a model with the
> following structure:
>
> Z = B.Y + errorz
> Y = C.X + errorz
>
> The X variables are observed predictor variables;
> 6 of the variables look promising (on the basis of what they mean).
>
> The Z variables are observed response variables;
> there are 4 of them.
>
> There is a priori reason to believe, and scatterplots to suggest,
> that the Z variables are really essentially two-dimensional, so
>
> the Y variables are "hidden" intermediate variables.
> There should be 2 of them. There are actually two physical candidates
> for what they might be, but they happen not to have been measured.
>
> There are 800 cases. (More precisely, there are 14 periods, each with
> about 800 samples, and I am interested in fitting a separate model in
> each period.)
>
> A simple least squares fit for this model would minimise the sum of
> error squares for the Zs. Oh, I do mean there to be constant terms.
>
> I suppose I could go back to first principles and work it all out,
> but has anyone ever done something like this in R? There seems to
> be every imaginable variation on lm and some that I find unimaginable,
> so presumably a means to do this is already around somewhere.
>
> ______________________________________________
> R-help@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Wed Oct 04 18:21:53 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Wed 04 Oct 2006 - 09:30:06 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.