offset() fixes the parameter to 1. So offset(I(.5*X2)) should do the trick.
ir. Thierry Onkelinx Instituut voor natuur- en bosonderzoek / Research Institute for Nature and Forest team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance Kliniekstraat 25 1070 Anderlecht Belgium + 32 2 525 02 51 + 32 54 43 61 85 thierry.onkel...@inbo.be www.inbo.be To call in the statistician after the experiment is done may be no more than asking him to perform a post-mortem examination: he may be able to say what the experiment died of. ~ Sir Ronald Aylmer Fisher The plural of anecdote is not data. ~ Roger Brinner The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data. ~ John Tukey -----Oorspronkelijk bericht----- Van: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Namens Dustin Fife Verzonden: dinsdag 29 mei 2012 14:56 Aan: Rui Barradas CC: r-help Onderwerp: Re: [R] setting parameters equal in lm That did it. Thanks! One more follow-up questions. How do I set a parameter to a particular value? I tried I(.5*X2), but that didn't do what I expected. On Tue, May 29, 2012 at 6:39 AM, Rui Barradas <ruipbarra...@sapo.pt> wrote: > Hello, > > Your model is equivalent of > > y = b1(X1 + X3) + b2X2 > > (plus error) > > So, use I() to add X1 and X3. You don't need to create an extra > variable > X13 <- X1 + X3. See the help page for it. The point on function formula. > > ?I > > linMod2 = lm(Y ~ -1 + I(X1 + X3) + X2, data=data.set) > summary(linMod2) > # The same. > linMod3 = lm(Y ~ 0 + I(X1 + X3) + X2, data=data.set) > summary(linMod3) > > With set.seed(1) your common slope is > > coef(linMod2) > I(X1 + X3) X2 > 0.4237869 3.3626984 > > Also, I find it better to put 'library', 'require', etc as the first > lines of code. > > Hope this helps, > > Rui Barradas > > Em 29-05-2012 04:14, Dustin Fife escreveu: > > Forgive me if this is a trivial question, but I couldn't find it an > answer >> in former forums. I'm trying to reproduce some SAS results where they >> set two parameters equal. For example: >> >> y = b1X1 + b2X2 + b1X3 >> >> Notice that the variables X1 and X3 both have the same slope and the >> intercept has been removed. How do I get an estimate of this >> regression model? I know how to remove the intercept ("-1" somewhere >> after the tilde). >> But how about setting parameters equal? I have used the car package >> to set up linear hypotheses: >> >> >> X1 = rnorm(20, 10, 5); X2 = rnorm(20, 10, 5); X3 = rnorm(20, 10, 5) Y >> = .5*X1 + 3*X2 + .5*X3 + rnorm(20, 0, 15) data.set = >> data.frame(cbind(X1, X2, X3, Y)) linMod = lm(Y~X1 + X2 + X3, >> data=data.set) >> require(car) >> linearHypothesis(linMod, c("(Intercept)=0", "X1-X3=0")) >> >> (forgive the unconventional use of the equal sign....old habit). >> Unfortunately, the linearHypothesis is always compared to a full >> model (where the parameters are freely estimated). I want to have an >> ANOVA summary table for the reduced model. Any ideas? Thanks in >> advance for the help! >> >> -- Dustin Fife PhD Student Quantitative Psychology University of Oklahoma [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. * * * * * * * * * * * * * D I S C L A I M E R * * * * * * * * * * * * * Dit bericht en eventuele bijlagen geven enkel de visie van de schrijver weer en binden het INBO onder geen enkel beding, zolang dit bericht niet bevestigd is door een geldig ondertekend document. The views expressed in this message and any annex are purely those of the writer and may not be regarded as stating an official position of INBO, as long as the message is not confirmed by a duly signed document. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
