[R] force glm estimates to be nonnegative
Prof Brian Ripley
ripley at stats.ox.ac.uk
Fri Apr 25 06:53:10 CEST 2008
On Fri, 25 Apr 2008, Michele Christina Itten wrote:
> Is there a way to force certain formula parameters to be nonnegative?
> What I want to do is to estimate student capacity over time, namely by
>> capacity ~ Student + Student:Day
> I add this formula to a glm call and obtain negative learning slope estimates (Student:Day) in some cases.
> However, I don't want to allow for that. In such a case, glm should solve
>> capacity ~ Student
> and I will set the slope to zero.
> Is there an option to constrain a parameter set to nonnegative values?
Not in glm(). Easily if you fit the model by optim(), and there is
example code for binomial GLMs in MASS chapter 16 (and the scripts in its
> Many thanks in advance!
> Michele Itten,
> BS. Carnegie Mellon
> R-help at r-project.org mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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