[R] coefficient constraints
John Fox
jfox at mcmaster.ca
Wed Nov 1 02:13:42 CET 2006
Dear John,
You can subtract the variables in question from the left-hand-side of the
model [e.g., lm(y - x1 - x2 ~ 1)], or use the offset argument to lm [e.g.,
lm(y ~ 1, offset=x1 + x2)], or use offset() in the model formula [e.g., lm(y
~ offset(x1 + x2)]. All of these options are equivalent.
I hope this helps,
John
--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox
--------------------------------
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of John Gauss
> Sent: Tuesday, October 31, 2006 7:28 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] coefficient constraints
>
> Hi,
>
> Thank you for your help. I'm trying to constrain the
> coefficients on a linear regression model, <-lm(...), to all
> equal one, except for the intercept. I've searched
> help(glm), help(model.fit), etc. but I can not find where to
> add the constraint. Your help would be greatly appreciated.
>
> Thanks.
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
More information about the R-help
mailing list