Dimitris.Kapetanakis
2011-Jul-16 10:43 UTC
[R] constrained logit (logistic regression) estimatrion
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? Thank you Dimitris -- View this message in context: http://r.789695.n4.nabble.com/constrained-logit-logistic-regression-estimatrion-tp3671653p3671653.html Sent from the R help mailing list archive at Nabble.com.
Achim Zeileis
2011-Jul-16 11:43 UTC
[R] constrained logit (logistic regression) estimatrion
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 > > > -- > View this message in context: http://r.789695.n4.nabble.com/constrained-logit-logistic-regression-estimatrion-tp3671653p3671653.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help at 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. >