locfit.quasi Local Quasi-Likelihood with global reweighting. locfit.quasi

Usage:


locfit.quasi(x, y, ..., iter=3, var=function(mean)abs(mean))
locfit(y~x, lfproc=locfit.quasi)
locfit.quasi(y~x)

Description:

locfit.quasi assumes a specified mean-variance relation, and performs iterartive reweighted local regression under this assumption. This is appropriate for local quasi-likelihood models, and is an alternative to specifying a family such as "qpoisson".

locfit.quasi is designed as a front end to locfit.raw with data vectors, or as an intemediary between locfit and locfit.raw with a model formula. If you can stand the syntax, the second calling sequence above will be slightly more efficient than the third.

Arguments:

x
Either a locfit model formula or a numeric vector of the predictor variable.
y
If x is numeric, y gives the response variable.
...
Other arguments to locfit.raw
iter
Number of EM iterations to perform
var
Function specifying the assumed relation between the mean and variance.

Value:

"locfit" object.

See Also:

locfit, locfit.raw

Key Words:

locfit
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