Re: [R] Constrained coefficients in lm (correction)

From: Horace Tso <Horace.Tso_at_pgn.com>
Date: Wed, 23 Jul 2008 13:42:52 -0700

Take a look at the systemfit package. A constraint on a parameter, like the one you described, could be implemented using R*beta0 = q, where R is R.restr and q is q.restr in the function call. I haven't tried it but it's easy to test with some data.

Horace

-----Original Message-----
From: r-help-bounces_at_r-project.org [mailto:r-help-bounces_at_r-project.org] On Behalf Of Jorge Ivan Velez Sent: Wednesday, July 23, 2008 12:39 PM
To: R mailing list
Subject: [R] Constrained coefficients in lm (correction)

Dear list,

In my previous email, the model I'd like to estimate is rea=a*st+b*mod+error, where a+b=1 and a,b>0. My apologies for the misunderstanding.

Thanks for all your help,

Jorge

On Wed, Jul 23, 2008 at 3:35 PM, Jorge Ivan Velez <jorgeivanvelez_at_gmail.com> wrote:

>
> Dear list,
>
> I have a data set which looks like myDF (see below) and I'd like to
> estimate the linear model rea=a*rea+b*mod+error, where a+b=1 and a,b>0. I
> tried
>
> mymodel=lm(rea~ st + mod-1, data=myDF)
> summary(mymodel)
>
> but I couldn't get what I'm looking for. Also, I tried
> RSiteSearch("constrained coefficients in lm") which produces 20 hints, but
> they're not what I need.
>
> Any help would be appreciated.
>
> Thanks in advance,
>
>
> Jorge
>
>
> # Data set to estimate the model
> myDF=read.table(textConnection("rea st mod
> 14482734 14305907 14761000
> 14427969 14502228 14848024
> 14698723 14408264 14259492
> 15741064 14797138 14565303
> 15914249 16162714 14348592
> 16475594 15977623 15592229
> 17124613 16688456 14988151
> 17575281 17383822 15647240
> 17721548 17757635 15624907
> 18178273 17779858 15598802
> 18005810 18364233 16363321
> 18032618 17938963 16536844
> 17737470 18043063 17096089
> 17652014 17624039 17056355"),header=TRUE,sep="")
> closeAllConnections()
>
>
>

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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. Received on Wed 23 Jul 2008 - 21:18:32 GMT

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