[R] weights in GAMs (package mgcv)

2007-08-14 Thread Julian Burgos
Dear list, I’m using the ‘mgcv’ package to fit some GAMs. Some of my covariates are derived quantities and have an associated standard error, so I would like to incorporate this uncertainty into the GAM estimation process. Ideally, during the estimation process less importance would be given

Re: [R] weights in GAMs (package mgcv)

2007-08-14 Thread Prof Brian Ripley
Let's simplify to a linear model. If your covariates have uncertainties, most likely a linear regression is not appropriate. This sounds like an 'errors in measurements' model, as covered in @Book{Fuller.87, author = Fuller, Wayne A., title= Measurement Error Models,