The Use of Polynomials to Shift Coefficients in Linear Regression Models
推荐将多项式用于移动回归系数的方法,并建议使用拉格朗日插值表示法,以方便实践者应用。
Polynomials are commonly used in linear regression models to capture nonlinearities in explanatory variables. It is less common, however, that polynomials are used to shift the regression coefficients, an exception being the use of polynomially distributed lag coefficients. This note recommends the technique for a wider range of applications and suggests the Lagrangian interpolation representation as the most convenient for practitioners.