From: Rick Ram <r.ramyar_at_gmail.com>

Date: Fri 29 Jul 2005 - 04:23:33 EST

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Jul 29 04:30:04 2005

Date: Fri 29 Jul 2005 - 04:23:33 EST

Resending cos I think this didn't get through for some reason... apologies if it arrives twice!

Hello all,

Does anyone know how to constrain/force specific coefficients when running
lm()?

I need to run recresid() {strucchange package} on the residuals of
forecast.lm, but forecast.lm's coefficients must be determined by
parameter.estimation.lm

I could estimate forecast.lm without lm() and use some other kind of
optimisation, but recresid() requires an object with class lm. recresid()
allows you to specify a formula, rather than an lm object, but it looks like
coefficients are estimated this way too and can't be forced.
Here is a bit of code to compensate for my poor explanation:.
# Estimate the coefficients of model

parameter.estimation.lm = lm(formula = y ~ x1 + x2, data =
estimation.dataset)

# How do I force the coefficients in forecast.lm to the coeff estimation

from parameter.estimation.lm??

forecast.lm = lm(formula = y ~ x1 + x2, data = forecast.dataset)

# Because I need recursive residuals from the application of the

coefficients from parameter.estimation.lm to a different dataset
recresid(forecast.lm)

Thanks in advance guys,

R.

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R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Jul 29 04:30:04 2005

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