[R] offset with a factor

Bond, Stephen Stephen.Bond at cibc.com
Wed Dec 20 15:51:02 CET 2017

Knowledgeable useRs,

Please, advise how to use offset with a factor. I estimate monthly effects from a much bigger data set as monthly effects seem to be stable, and other variables are estimated from a small, but recent data set as there is variation in those non-seasonal coefficients.
How can I use the seasonality estimates from the big data set as an offset provided to the small data set. I know an offset is supposed to be quantitative, but this is such a practical and sensible scenario, I feel compelled. Assume I have 11 coefs estimated with contr.sum.

Thanks everybody


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