Hi, I would like to set a constraint on the fixed effect estimates in a GLM model, such as b1=b2. Is this possible in the glm package? Similarly I would like to set some to equal zero too. I have tried searching the information with this package, but I can't find anything for this. Thanks in advance for any help! David -- View this message in context: http://r.789695.n4.nabble.com/Setting-constraints-in-the-glm-package-tp3013435p3013435.html Sent from the R help mailing list archive at Nabble.com.
Viechtbauer Wolfgang (STAT)
2010-Oct-26 14:50 UTC
[R] Setting constraints in the glm package
The constraint b1=b2 in a model such as b0 + b1 x1 + b2 x2 + b3 x3 implies that b0 + b1 (x1 + x2) + b3 x3, so just add x1 and x2 (call this x12) and fit the model b0 + b1 x12 + b3 x3 and you have imposed the constraint that b1=b2. To impose the constraint that b3=0, just fit the model without variable x3 in it. Best, -- Wolfgang Viechtbauer Department of Methodology and Statistics School for Public Health and Primary Care Maastricht University, P.O. Box 616 6200 MD Maastricht, The Netherlands Tel: +31 (43) 388-2277 Fax: +31 (43) 361-8388 Web: http://www.wvbauer.com ----Original Message---- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of David Smith Sent: Tuesday, October 26, 2010 12:24 To: r-help at r-project.org Subject: [R] Setting constraints in the glm package> Hi, > > I would like to set a constraint on the fixed effect estimates in a > GLM model, such as b1=b2. Is this possible in the glm package? > Similarly I would like to set some to equal zero too. I have tried > searching the information with this package, but I can't find > anything for this. > > Thanks in advance for any help! > > David