R help - Jul 2005 - Forcing coefficents in lm(), recursive residuals, etc.

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

---------- Forwarded message ----------
From: Rick Ram <r.ramyar@gmail.com>
Date: 28-Jul-2005 18:03
Subject: Forcing coefficents in lm(), recursive residuals, etc.
To: R-help <r-help@stat.math.ethz.ch>

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.

	[[alternative HTML version deleted]]