I believe you are expecting the software to do what it did not claim being able
to do. predict.locfit() does not have a type argument, nor can that take on
terms. When you specify two variables in the smooth, a bivariate smooth is
done, so you get one bivariate smooth function, not the sum of two univariate
smooths. If the latter is what you want, use packages that fits additive
models.
Best,
Andy
-Original Message-
From: r-help-boun...@r-project.org
[mailto:r-help-boun...@r-project.org] On Behalf Of Soberon
Velez, Alexandra Pilar
Sent: Monday, March 19, 2012 5:13 AM
To: r-help@r-project.org
Subject: [R] fitted values with locfit
Dear memberships,
I'm trying to estimate the following multivariate local
regression model using the locfit package:
BMI=m1(RCC)+m2(WCC)
where (m1) and (m2) are unknown smooth functions.
My problem is that once I get the regression done I cannot
get the fitted values of each of this smooth functions (m1)
and (m2). What I write is the following
library(locfit)
data(ais)
fit2-locfit.raw(x=lp(ais$RCC,h=0.5,deg=1)+lp(ais$WCC,deg=1,h=
0.75),y=ais$BMI,ev=dat(),kt=prod,kern=gauss)
g21-predict(fit2,type=terms)
If I done this on the computer the results of (g21) is a
vector when I should have a matrix with 2 columns (one for
each fitted smooth function).
Please, somebody knows how can I get the estimated fitted
values of both smooth functions (m1) and (m2) using a local
linear regression with kernel weights as this example?
thanks a lot in advance I'm very desperate.
Alexandra
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