[R] iterative proportional fitting

Spencer Graves spencer.graves.at.pdf.com at stat.math.ethz.ch
Fri Dec 19 18:31:24 CET 2003


      Have you considered fitting on the log scale?  It's not clear to 
me what problem you are trying to solve, but the following will estimate 
parameters in a model that looks to me like what you are describing:  

      lm(z ~ (y1+y2+...+yn)^n, ...)

      hope this helps. 
      spencer

Zhen Pang wrote:

> Dear all,
>
> I wonder if there are some function or package in R which can do the 
> iterative proportional fitting.
>
> In the exponential model 
> f(y1,...yn)=exp(a'yi+b'(yi*yj)+.....+c'(y1*...*yn)+constance),
>
> instead of the canonical parameters, I use maginal probability instead 
> of a and log odds ratio instead of b. and for the order higher than 3, 
> I use the canonical way or even assume them to be 0.
>
> It is good if there is direct function or package in R to do the job, 
> which will save a lot of time of me. Thank you!
>
> Rgs,
>
> Zhen




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