Hello, I am running linear regressions on a restricted model, in which one parameter, say gamma1, equals alpha/(1-alpha), and another parameter, say gamma2, equals beta/(1-alpha), i.e.:
y = c0 + gamma1*x1 + gamma2*x2, where gamma1= alpha/(1-alpha), gamma2=beta/(1-alpha). I can get estimates of alpha and beta by solving equations given parameter estimates of gamma1 and gamma2. However I notice that researchers also report SE(standard errors) for alpha and beta in the literature, which are different from one another, also different from the SE of gamma1 and gamma2. I don't know how to get SE for alpha and beta in this case. Nor do I know whether there is some way so that I can get estimates along with SE for alpha and beta from the regression on this restricted model, without solving the system of equations separately. Can anyone kindly offer me some help on this question? Many thanks, Bonny -- View this message in context: http://www.nabble.com/How-can-I-get-estimates-including-standard-errors-for-parameters-in-constraint-for-retricted-models-tp24253359p24253359.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
