[R] coefficient constraints

John Fox jfox at mcmaster.ca
Wed Nov 1 02:13:42 CET 2006


Dear John,

You can subtract the variables in question from the left-hand-side of the
model [e.g., lm(y - x1 - x2 ~ 1)], or use the offset argument to lm [e.g.,
lm(y ~ 1, offset=x1 + x2)], or use offset() in the model formula [e.g., lm(y
~ offset(x1 + x2)]. All of these options are equivalent.

I hope this helps,
 John

--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox 
-------------------------------- 

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of John Gauss
> Sent: Tuesday, October 31, 2006 7:28 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] coefficient constraints
> 
> Hi,
> 
> Thank you for your help.  I'm trying to constrain the 
> coefficients on a linear regression model, <-lm(...), to all 
> equal one, except for the intercept.  I've searched 
> help(glm), help(model.fit), etc. but I can not find where to 
> add the constraint.  Your help would be greatly appreciated.
> 
> Thanks.
> 
> 	[[alternative HTML version deleted]]
> 
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