问题
With the linear model function lm() polynomial formulas can contain a shortcut notation like this:
m <- lm(y ~ poly(x,3))
this is a shortcut that keeps the user from having to create x^2 and x^3 variables or typing them in the formula like I(x^2) + I(x^3)
. Is there comparable notation for the nonlinear function nls()
?
回答1:
poly(x, 3)
is rather more than just a shortcut for x + I(x ^ 2) + I(x ^ 3)
- it actually produces legendre polynomials which have the nice property of being uncorrelated:
options(digits = 2)
x <- runif(100)
var(cbind(x, x ^ 2, x ^ 3))
# x
# x 0.074 0.073 0.064
# 0.073 0.077 0.071
# 0.064 0.071 0.067
zapsmall(var(poly(x, 3)))
# 1 2 3
# 1 0.01 0.00 0.00
# 2 0.00 0.01 0.00
# 3 0.00 0.00 0.01
回答2:
Short answer: yes.
Slightly longer answer: It is pretty cheap to test this. I just ran example(nls)
to get a model and data loaded and then inserted a term with poly()
.
Even longer answer: lm()
doesn't actually know about poly()
, the formulae get resolved before the fitting happens. So in the sense that nls()
has a formula interface ... it was bound to accept poly()
.
Off-topic and not asked for: Did you look into splines as well as per Harrell's RMS book?
来源:https://stackoverflow.com/questions/3643606/r-polynomial-shortcut-notation-in-nls-formula