Hi R users I want to do a multiple linear regression with R With a normal model (Y=Cste+A1*X1+A2*X2) the program would be lm(Y ~X2+X2) My model is Y=Cste+A1*X1+A2*X2 with the constraint A1=-A2 What is the program for such a model? Best regards -- View this message in context: http://old.nabble.com/Multiple-linear-regression-with-constraint-%28imposition%29-tp26138081p26138081.html Sent from the R help mailing list archive at Nabble.com.
Sorry there was a mistake: Hi R users I want to do a multiple linear regression with R With a normal model (Y=Cste+A1*X1+A2*X2) the program would be lm(Y~X1+X2) My model is Y=Cste+A1*X1+A2*X2 with the constraint A1=-A2 What is the program for such a model? Best regards -- View this message in context: http://old.nabble.com/Multiple-linear-regression-with-constraint-%28imposition%29-tp26138081p26138446.html Sent from the R help mailing list archive at Nabble.com.
David Winsemius
2009-Oct-31 00:02 UTC
[R] Multiple linear regression with constraint (imposition)
On Oct 30, 2009, at 7:47 PM, CE.KA wrote:> > Sorry there was a mistake:I could not see what was different?> > Hi R users > > I want to do a multiple linear regression with R > > With a normal model (Y=Cste+A1*X1+A2*X2) the program would be > lm(Y~X1+X2) > > My model is Y=Cste+A1*X1+A2*X2 with the constraint A1=-A2 > What is the program for such a model? >Try calculating X3= X2-X1 and estimate the shared parameter with: lm(y ~ X3) or instead; lm(Y ~ I(X2 - X1) ) -- David Winsemius, MD Heritage Laboratories West Hartford, CT
Ravi Varadhan
2009-Oct-31 03:42 UTC
[R] Multiple linear regression with constraint (imposition)
Simply do this:
lm(y ~ I(X1 - X2))
Ravi.
____________________________________________________________________
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvaradhan at jhmi.edu
----- Original Message -----
From: "CE.KA" <ce.kaya75 at yahoo.fr>
Date: Friday, October 30, 2009 7:48 pm
Subject: Re: [R] Multiple linear regression with constraint (imposition)
To: r-help at r-project.org
> Sorry there was a mistake:
>
> Hi R users
>
> I want to do a multiple linear regression with R
>
> With a normal model (Y=Cste+A1*X1+A2*X2) the program would be
> lm(Y~X1+X2)
>
> My model is Y=Cste+A1*X1+A2*X2 with the constraint A1=-A2
> What is the program for such a model?
>
> Best regards
>
>
> --
> View this message in context:
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help at r-project.org mailing list
>
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.
Thank you Ravi Ravi Varadhan wrote:> > > Simply do this: > > lm(y ~ I(X1 - X2)) > > > Ravi. > ____________________________________________________________________ > > Ravi Varadhan, Ph.D. > Assistant Professor, > Division of Geriatric Medicine and Gerontology > School of Medicine > Johns Hopkins University > > Ph. (410) 502-2619 > email: rvaradhan at jhmi.edu > > > ----- Original Message ----- > From: "CE.KA" <ce.kaya75 at yahoo.fr> > Date: Friday, October 30, 2009 7:48 pm > Subject: Re: [R] Multiple linear regression with constraint (imposition) > To: r-help at r-project.org > > >> Sorry there was a mistake: >> >> Hi R users >> >> I want to do a multiple linear regression with R >> >> With a normal model (Y=Cste+A1*X1+A2*X2) the program would be >> lm(Y~X1+X2) >> >> My model is Y=Cste+A1*X1+A2*X2 with the constraint A1=-A2 >> What is the program for such a model? >> >> Best regards >> >> >> -- >> View this message in context: >> Sent from the R help mailing list archive at Nabble.com. >> >> ______________________________________________ >> R-help at r-project.org mailing list >> >> PLEASE do read the posting guide >> and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > 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. > >-- View this message in context: http://old.nabble.com/Multiple-linear-regression-with-constraint-%28imposition%29-tp26138081p26141448.html Sent from the R help mailing list archive at Nabble.com.
Thank you David David Winsemius wrote:> > > On Oct 30, 2009, at 7:47 PM, CE.KA wrote: > >> >> Sorry there was a mistake: > > I could not see what was different? > >> >> Hi R users >> >> I want to do a multiple linear regression with R >> >> With a normal model (Y=Cste+A1*X1+A2*X2) the program would be >> lm(Y~X1+X2) >> >> My model is Y=Cste+A1*X1+A2*X2 with the constraint A1=-A2 >> What is the program for such a model? >> > > Try calculating X3= X2-X1 and estimate the shared parameter with: > > lm(y ~ X3) > > or instead; > > lm(Y ~ I(X2 - X1) ) > > -- > > David Winsemius, MD > Heritage Laboratories > West Hartford, CT > > ______________________________________________ > 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. > >-- View this message in context: http://old.nabble.com/Multiple-linear-regression-with-constraint-%28imposition%29-tp26138081p26141453.html Sent from the R help mailing list archive at Nabble.com.