[R] Multiple linear regression with constraint (imposition)

[CE.KA]

Thank you David


David Winsemius wrote:
> 
> 
> On Oct 30, 2009, at 7:47 PM, CE.KA wrote:
> 
>>
>> Sorry there was a mistake:
> 
> I could not see what was different?
> 
>>
>> Hi R users
>>
>> I want to do a multiple linear regression with R
>>
>> With a normal model (Y=Cste+A1*X1+A2*X2) the program would be
>> lm(Y~X1+X2)
>>
>> My model is Y=Cste+A1*X1+A2*X2 with the constraint A1=-A2
>> What is the program for such a model?
>>
> 
> Try calculating X3= X2-X1 and estimate the shared parameter with:
> 
> lm(y ~ X3)
> 
> or instead;
> 
> lm(Y ~ I(X2 - X1) )
> 
> -- 
> 
> David Winsemius, MD
> Heritage Laboratories
> West Hartford, CT
> 
> ______________________________________________
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> and provide commented, minimal, self-contained, reproducible code.
> 
> 

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