[R] (no subject)

[Antonio, Fabio Di Narzo]

put the constrained predictor in the model offset ('offset' argument in 'lm').
i.e.:
> set.seed(10)
> X <- matrix(rnorm(20), 10, 2)
> y <- X %*% c(1,2) + rnorm(10)
> coef(lm(y ~ X[,2], offset=X[,1]))
(Intercept)      X[, 2]
 -0.8009112   1.6968198
> coef(lm(I(y-X[,1]) ~ X[,2]))
(Intercept)      X[, 2]
 -0.8009112   1.6968198

Antonio.

2006/11/1, John Gauss <lebesgue.math a gmail.com>:
> Dear R users,
>
> Please excuse my inexperience.  I am trying to contrain the coefficients of
> my linear regression to equal one when using the <-lm(...) command.  I've
> searched "help(glm)" "help(model.offset)" etc. but I am unable to figure out
> where to put this constraint.  Your help would be greatly apprciated.
>
> Thanks.
>
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