[R] Setting constraints in the glm package

Viechtbauer Wolfgang (STAT) wolfgang.viechtbauer at maastrichtuniversity.nl
Tue Oct 26 16:50:57 CEST 2010

The constraint b1=b2 in a model such as b0 + b1 x1 + b2 x2 + b3 x3 implies that b0 + b1 (x1 + x2) + b3 x3, so just add x1 and x2 (call this x12) and fit the model b0 + b1 x12 + b3 x3 and you have imposed the constraint that b1=b2. To impose the constraint that b3=0, just fit the model without variable x3 in it.


Wolfgang Viechtbauer
Department of Methodology and Statistics
School for Public Health and Primary Care
Maastricht University, P.O. Box 616
6200 MD Maastricht, The Netherlands
Tel: +31 (43) 388-2277
Fax: +31 (43) 361-8388
Web: http://www.wvbauer.com

----Original Message----
From: r-help-bounces at r-project.org
[mailto:r-help-bounces at r-project.org] On Behalf Of David Smith Sent:
Tuesday, October 26, 2010 12:24 To: r-help at r-project.org
Subject: [R] Setting constraints in the glm package

> Hi,
> I would like to set a constraint on the fixed effect estimates in a
> GLM model, such as b1=b2. Is this possible in the glm package?
> Similarly I would like to set some to equal zero too. I have tried
> searching the information with this package, but I can't find
> anything for this.
> Thanks in advance for any help!
> David

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