put the constrained predictor in the model offset ('offset' argument in
'lm').
i.e.:> set.seed(10)
> X <- matrix(rnorm(20), 10, 2)
> y <- X %*% c(1,2) + rnorm(10)
> coef(lm(y ~ X[,2], offset=X[,1]))
(Intercept) X[, 2]
-0.8009112 1.6968198> coef(lm(I(y-X[,1]) ~ X[,2]))
(Intercept) X[, 2]
-0.8009112 1.6968198
Antonio.
2006/11/1, John Gauss <lebesgue.math a gmail.com>:> Dear R users,
>
> Please excuse my inexperience. I am trying to contrain the coefficients of
> my linear regression to equal one when using the <-lm(...) command.
I've
> searched "help(glm)" "help(model.offset)" etc. but I am
unable to figure out
> where to put this constraint. Your help would be greatly apprciated.
>
> Thanks.
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help a 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
> and provide commented, minimal, self-contained, reproducible code.
>