[R] Constraining coefficients

[Prof Brian Ripley]

On Fri, 5 Mar 2004, Andrew Criswell wrote:

> I have a binomial model with one covariate, x1, treated as a factor with 
> 3 levels. The other covariate is measured x2 <- 1:30. The response, y, 
> is the proportion of successes out of 20 trials.
> 
> glm(cbind(y, 20 - y) ~ x1 * x2, family = binomial)
> 
> Now, I would like to constrain the cofficients on 2 levels of the 
> factor, x1, to be identical and test the difference between these models 
> by a likelihood ratio test.
> 
> How can I get glm() to constrain the coefficients on 2 levels to be the 
> same?

Merge the levels of the factor: see ?levels.

You could also set up a custom contrasts matrix: either way the natural S
approach is to reparametrize rather than constrain.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
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