search for: b4x4

Hi everyone, I'm trying to perform a linear regression y = b1x1 + b2x2 + b3x3 + b4x4 + b5x5 while constraining the coefficients such that -3 <= bi <= 3, and the sum of bi =1. I've searched R-help and have found solutions for constrained regression using quadratic programming (solve.QP) where the coefficients are between 0 and 1 and sum to 1, but unfortunately do not...

...d "step" which selecting variables according to AIC. let say i have data [y, x1,x2,x3,x4] we start with y~b0 i compute the partial F test and choose the variable with maximum partial F to enter the model, let say x4 with max value of partial F=58.02377. therefore, our next model is y~b0+b4x4 my questions... 1.how should i write so that x4 will be added to the next step? 2. the formula for partial F test is F*=(SSE(reduced model)-SSE(full model)/dfR-dfF) / (SSE(full model)/dfF) which can be simply as F*=MSR(xi | x1,x2,...,xi-1,xi+1) / MSE(x1,x2,...,xi-1,xi,xi+1) If i would like t...

Good day R-listers, My question is more a statistical question than an R related question, so please bear with me i'm currently applying the chow test of poolability in fact i'm working with panel N=17 T=5 , and my model looks like this : Yit= a0+B1X1+B2X2+B3X3+B4X4+eit My question is the following when i'm Testing for the equality of the coefficients of the unpooled data (the last stage) many of my constraints get dropped, this indeed impact the degree of freedom of my F statistic , and would like to understand the reason? is this because the time dim...

Hi all. In a GLM in which g(mu) = b0 + b1X1 + b2X2 + b3X3 + b4X4 + b5X5 + b6X6 + b7X7, if I want to test if b1 + b5 = b2 + b6, I can use the contrast package or multicomp package. How can I do a similar test if I am fitting a GAMLSS using the gamlss package? Thank you for your help. Gustavo