Message-ID: <f5bef5b03d6.495370f5@johnshopkins.edu>
Date: 2008-12-25T16:39:33Z
From: Ravi Varadhan
Subject: Implementing a linear restriction in lm()
In-Reply-To: <OFE781A832.166F3BD4-ONC1257529.00417BEE-C1257529.00417BF1@wsr.ac.at>
Hi,
You could use the "offset" argument in lm(). Here is an example:
set.seed(123)
x <- runif(50)
beta <- 1
y <- 2 + beta*x + rnorm(50)
model1 <- lm (y ~ x)
model2 <- lm (y ~ 1, offset=x)
anova(model2, model1)
Best,
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: Serguei Kaniovski <Serguei.Kaniovski at wifo.ac.at>
Date: Wednesday, December 24, 2008 9:39 pm
Subject: [R] Implementing a linear restriction in lm()
To: r-help at stat.math.ethz.ch
>
> Dear All!
>
> I want to test a coeffcient restriction beta=1 in a univariate model
> lm
> (y~x). Entering
> lm((y-x)~1) does not help since anova test requires the same dependent
> variable. What is the right way to proceed?
>
> Thank you for your help and marry xmas,
> Serguei Kaniovski
> ________________________________________
> Austrian?Institute?of?Economic?Research?(WIFO)
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> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.