[R] Fixing the coefficient of a regressor in formula

[Prof Brian Ripley]

See ?offset

On Wed, 28 May 2008, Marie-Pierre Sylvestre wrote:

> Dear R users,
>
> I want to estimate a Cox PH model with time-dependent covariates so I am 
> using a counting process format with the following formula:
>
> Surv(data$start, data$stop, data$event.time) ~ cluster(data$id) +  G1 + G2 + 
> G3 + G4 + G5 +G6
>
> Gs represent  a B-spline basis functions so they sum to 1 and I can't 
> estimate the model as is without getting the last coefficient to be NA, which 
> makes sense given the perfect collinearity.
>
> without getting in lengthy details about my code, let me just say that to 
> avoid the colinearity problem,.  I do not want to omit G1 from the 
> regression. Instead, I want to fix the regression coefficient of one of the 
> regressors, G1, to 1.
>
> I have read the R manual section on formulae but I have not found how to do 
> fix a regression coefficient.

I am not sure what section this is, but offset() is an advanced topic 
(just like cluster()).

> Conceptually speaking it seems to me that it 
> should be simple, and I am sure that someone explained it somewhere, but I 
> did not find the proper keywords to find it!
>
> So, does someone know how to fix the coefficient of a regressor in the 
> formula for Cox model so that the coefficient is not estimated but still 
> taken into account?
>
> Thank you in advance,
>
> MP
>
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>

-- 
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