[R] fit linear regression with multiple predictor and constrained intercept

robert.ptacnik at niva.no robert.ptacnik at niva.no
Wed Nov 28 10:57:28 CET 2007


Hi group,

I have this type of data
x(predictor), y(response), factor (grouping x into many groups, with 6-20
obs/group)

I want to fit a linear regression with one common intercept. 'factor'
should only modify the slopes, not the intercept. The intercept is expected
to be >0.

If I use
y~ x + factor, I get a different intercept for each factor level, but one
slope only

if I use
y~ x * factor, I get the interaction term I want, but the intercept is not
kept constant.
Also, if I constrain teh intercept in the regression model (y~a+x*factor),
I get estimates both for slope and intercept of each factor level.

Robert




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