[Rd] header containing (PR#8231) -- replace 8231

From: <stoffer_at_pitt.edu>
Date: Tue 04 Apr 2006 - 03:20:43 GMT

Sorry for reporting this again, but I didn't notice that there was a response. The response to PR#8231 is "This is a matter of opinion!"

First, I find this response arrogant and dismissive and I would ask for a second opinion. Second, the use of the term "intercept" - whether or not you think is "a matter of opinion" - is MISLEADING. Why do you want to MISLEAD users?

I believe "intercept-slope form of a line" is well established in mathematics. That is, if y=a+bx then most of us would call a the intercept and b the slope. Is the responder saying this is opinion? This is standard terminology.

For a causal AR(1) model we write
X(t) = a + b X(t-1) + W(t)
where W(t) is white noise. The value a is the intercept and the value b is the slope... is the responder saying this is opinion? How so? It's the slope-intercept form of the model.

If mu =E[X(t)] then mu = a + b*mu or
a = mu*(1-b)
is the relationship between the MEAN and the INTERCEPT. They are not the same unless b=0. This is NOT opinion. This is a fact.

So if I tell you the estimate of the intercept is 10, what does that say to you? In the arima output (and other functions), it's saying the estimate of mu is 10. Really? You don't think that's misleading?

Again, I put this to you: Why do you want to MISLEAD the user. Get some other opinions on this if you don't agree with me.

Thanks again for your time and sorry for the double report. David


David S. Stoffer
Department of Statistics
University of Pittsburgh
Pittsburgh, PA  15260

phone: [412] 624-8496
   fax: [412] 648-8814
email: stoffer@pitt.edu
   web: http://www.stat.pitt.edu/stoffer
voice: hey dave

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Received on Tue Apr 04 13:44:42 2006

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