[R] constrained logit (logistic regression) estimatrion

[Achim Zeileis]

On Sat, 16 Jul 2011, Dimitris.Kapetanakis wrote:

> Dear all,
>
> Is there a way to estimate a constrained binary logit model (logistic
> regression). For example if I have
>
> y~x1 x2 x3 to restrict the constant to be constant=0 and the coefficient of
> x1 beta1=1?

glm(y ~ 0 + x2 + x3, offset = x1, family = binomial(link = "logit"))

The "0 +" or equivalently "-1 +" suppresses the intercept.

The offset is added to the linear predictor, i.e., corresponds here to 
having an x1 coefficient of 1.

hth,
Z

> Thank you
>
> Dimitris
>
>
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