I want to regress a variable $y$ onto $x,x^2,\ldots,x^5$. Should I do this using raw or orthogonal polynomials? I looked at the question on the site that dealdeals with these, but I don't really understand what's the difference between using them.
Why can't I just do a "normal" regression to get the coefficients $\beta_i$ of $y=\sum_{i=0}^5 \beta_i x^i$ (along with p-values and all the other nice stuff) and instead have to worry whether using raw or orthogonal polynomials? This choice seems to me to be outside the scope of what I want to do.
In the stat book I'm currently reading (ISLR by Tibshirani et al) these things weren't mentioned. Actually, they were downplayed in a way.
The reason is, AFAIK,that in that in the lm()
function in R, using y ~ poly(x, 2)
amounts to using orthogonal polynomials and using y ~ x + I(x^2)
amounts to using raw ones. But on pp. 116 the authors say that we use the first option because the latter is "cumbersome" which leaves no indication that these commands actually todo two completely different things (and have different outputs as a consequence).
(third question) Why would the authors of ISLR confuse their readers like that?