Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: metrics
See also: glm dpls redun

Quantlet: makedesign
Description: generates with help of userdialog design matrices for the dpls macro (dynamic partial least squares algorithm)

Usage: {dy,d,dl,w} = makedesign(y)
Input:
y a nxl-matrix with manifest variables (indicators)
Output:
dy a lxk matrix with outer designs (0 or 1) rows are counting manifest variables
d a kxk matrix with inner unlagged designs (0 or 1) no diagonal values allowed
dl a kxk matrix with inner lagged designs (0 or 1) diagonal elements are showing autoregression
w a matrix with start weights same dimensions as dy will be a copy of dy

Example:

library("metrics") 

y=normal(500,9)

{dy,d,dl,w}=makedesign(y)    

dy

d

dl

w	

Result:

The following design matrices are produced by making

the following choices at makedesign's interactive boxes:

number of latent variables: 3

outer design: 

latent variable 1 depends on manifest variables 1, 2, 3 and 4 

latent variable 2 depends on manifest variables 5, 6 and 7

latent variable 3 depends on manifest variables 8 and 9

inner unlagged design: 

latent variable 3 depends on latent variables 1 and 2

inner lagged design: 

latent variable 3 depends on latent variables 1 and 3

Contents of dy

[1,]        1        0        0 

[2,]        1        0        0 

[3,]        1        0        0 

[4,]        1        0        0 

[5,]        0        1        0 

[6,]        0        1        0 

[7,]        0        1        0 

[8,]        0        0        1 

[9,]        0        0        1 

Contents of d

[1,]        0        0        0 

[2,]        0        0        0 

[3,]        1        1        0 

Contents of dl

[1,]        0        0        0 

[2,]        0        0        0 

[3,]        1        0        1 

Contents of w

[1,]        1        0        0 

[2,]        1        0        0 

[3,]        1        0        0 

[4,]        1        0        0 

[5,]        0        1        0 

[6,]        0        1        0 

[7,]        0        1        0 

[8,]        0        0        1 

[9,]        0        0        1 


Library: metrics
See also: glm dpls redun

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Prof.Dr.H.G.Strohe Universitaet Potsdam; programmed by cand rer oec Frank Geppert; See for details: "DPLS Algorithmus und Computerprogramm fuer dynamische Partial-Least-Squares-Modelle"
(C) MD*TECH Method and Data Technologies, 21.9.2000