[R] Manually setting coefficients in an lm.

R. Michael Weylandt <michael.weylandt@gmail.com> michael.weylandt at gmail.com
Tue Nov 12 18:44:41 CET 2013

On Nov 12, 2013, at 11:59, <COLLINL at pitt.edu> wrote:

>> Think you're going to have to explicitly define "hand tailor." I
>> haven't a clue what you mean. (Someone else might of course).
> Ah, I want to set a specific coefficient value for each of the terms
> rather than rely on training.  Thus given:
>   y ~ x0 + x1 + x2 + a
> I would like to set:
>    a = 10
>    b0 = 20
>    b2 = 90,
>    etc.
> I'm trying out my own training model and I would like to use the machinery
> of the lm for evaluation and reporting but I would like to fix the beta
> coefficients and other trained values independently of least-squares
> regression.

I'm quite confused: if you set all the coefficients in advance, in what sense are you doing a linear regression? 

Even if this is possible, won't all the other estimates (i.e., standard error of betas) produced be junk since they aren't derived from the associated estimators?


>    Collin.
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