details about lm()

Dear all,
I'd like to get a linear regression of some data, and impose that the line
goes through a given point P. I've tried to use the lm() method in the
package "stats", but I wasn't able to specify the coordinates of the point
P. Maybe I should use another method?

Domenico Cozzetto a ??crit :

Dear all,
I'd like to get a linear regression of some data, and impose that the line
goes through a given point P. I've tried to use the lm() method in the
package "stats", but I wasn't able to specify the coordinates of the point
P. Maybe I should use another method?

add directly P in your data is also a way

vincent at 7d4.com wrote:

Domenico Cozzetto a ??crit :

Dear all,
I'd like to get a linear regression of some data, and impose that the 
line
goes through a given point P. I've tried to use the lm() method in the
package "stats", but I wasn't able to specify the coordinates of the 
point P. Maybe I should use another method?

add directly P in your data is also a way

No!

Please, both of you, consult a basic textbook on linear regression.

You can transform the data (linear) so that P becomes (0,0), after that 
you can estimate the slope without intercept by specifying
lm(y ~ x - 1)
The slope estimate is still valid while your intercept can be calculated 
afterwards.

Uwe Ligges a ??crit :

vincent at 7d4.com wrote:

Domenico Cozzetto a ??crit :

Dear all,
I'd like to get a linear regression of some data, and impose that 
the line
goes through a given point P. I've tried to use the lm() method in the
package "stats", but I wasn't able to specify the coordinates of the 
point P. Maybe I should use another method?

add directly P in your data is also a way

No!

Sorry indeed for my not at all rigourous answer.
Adding P in the data set will indeed not force the regression line
to pass through P (P will only be one more points of the cloud,
adding P will "attract" the regression line, not more.)

I did make this answer because I'm yet working with very small data
sets, and adding P (in more than one exemplar when needed in order to
give it more weight), is a fast, (a bit ugly I agree), way to do.
But on the kind of data I use, it works good enough.
I should have add this precision. Apologies.

Please, both of you, consult a basic textbook on linear regression.

If you have a good reference or link in mind,
I would thank you.

You can transform the data (linear) so that P becomes (0,0), after 
that you can estimate the slope without intercept by specifying
lm(y ~ x - 1)
The slope estimate is still valid while your intercept can be 
calculated afterwards.

Sorry for my lack of knowledge, but will the above trick really force
the regression line to pass through P ?
adding (0,0) in this new system of coordinates isn't it equivalent to 
add P to the dataset in the original system ?

If my question is too basic and/or too stupid, just give it a rest.

Vincent

vincent at 7d4.com wrote:

Sorry for my lack of knowledge, but will the above trick really force
the regression line to pass through P ?
adding (0,0) in this new system of coordinates isn't it equivalent to 
add P to the dataset in the original system ?

Well, you do not add that point, but transform the others:
Say you have (let's make a very simple 1-D example) points P_i = (x_i, 
y_i), and P = (x_0, y_0). Then calculate for all i:
  P'_i = (x_i - x_0, y_i - y_0)
Now you can calculate a regression without any Intercept by
  lm(y ~ x - 1)
You got the slope now and the Intercept is 0 so far for P'.
After that, you can re-transform to get the real data's intercept:
  Intercept = -(slope * x_0) + y_0