[R] Constrained coefficients in lm (correction)

[Horace Tso]

Take a look at the systemfit package. A constraint on a parameter, like the one you described, could be implemented using R*beta0 = q, where R is R.restr and q is q.restr in the function call. I haven't tried it but it's easy to test with some data.

Horace



-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Jorge Ivan Velez
Sent: Wednesday, July 23, 2008 12:39 PM
To: R mailing list
Subject: [R] Constrained coefficients in lm (correction)

Dear list,

In my previous email, the model I'd like to estimate is
rea=a*st+b*mod+error, where a+b=1 and a,b>0. My apologies for the
misunderstanding.

Thanks for all your help,

Jorge


On Wed, Jul 23, 2008 at 3:35 PM, Jorge Ivan Velez <jorgeivanvelez at gmail.com>
wrote:

>
> Dear list,
>
> I have a data set which looks like myDF (see below) and I'd like to
> estimate the linear model rea=a*rea+b*mod+error, where a+b=1 and a,b>0. I
> tried
>
> mymodel=lm(rea~ st + mod-1, data=myDF)
> summary(mymodel)
>
> but I couldn't get what I'm looking for.  Also, I tried
> RSiteSearch("constrained coefficients in lm") which produces 20 hints, but
> they're not what I need.
>
> Any help would be appreciated.
>
> Thanks in advance,
>
>
> Jorge
>
>
> # Data set to estimate the model
> myDF=read.table(textConnection("rea     st      mod
>  14482734 14305907 14761000
>  14427969 14502228 14848024
>  14698723 14408264 14259492
>  15741064 14797138 14565303
>  15914249 16162714 14348592
>  16475594 15977623 15592229
>  17124613 16688456 14988151
>  17575281 17383822 15647240
>  17721548 17757635 15624907
>  18178273 17779858 15598802
>  18005810 18364233 16363321
>  18032618 17938963 16536844
>  17737470 18043063 17096089
>  17652014 17624039 17056355"),header=TRUE,sep="")
> closeAllConnections()
>
>
>

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