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x11
2008 Aug 08
3
Multivariate regression with constraints
...=c(1845,1483,2287,367,1693,488,435,1782,745)
I1=c(1530,1505,2505,204,2285,269,1271,298,2023)
I2=c(8238,6247,6150,2748,4361,5549,2657,3533,5415)
R1=I1-p1
R2=I2-p2
x1=cbind(p1,R1)
y1=cbind(p2,R2)
fit1=lm(y1~-1+x1)
summary(fit1)
Response 2:
Coefficients:
Estimate Std. Error t value Pr(>|t|)
x1p1 -1.4969 2.7004 -0.554 0.59662
x1R1 3.0937 0.8366 3.698 0.00767 **
One can see that in the second regression, i.e. R2~-1+p1+R1, the coefficient for p1 is not significant. I wonder if I can run this bivariate regression again with the constraint that the coefficient for p1 in the s...