constrained OLS regression
The lm function has an option for removing the intercept which I've copied
below from the lm help page
A formula has an implied intercept term. To remove this use
either 'y ~ x - 1' or 'y ~ 0 + x'. See 'formula' for more details
of allowed formulae.
Regards,
Fred Novomestky
At 10:40 PM 12/29/2008, Bastian Offermann wrote:
Hi,
does anybody know how to run a constrained OLS regression where the
intercept is 0.
r = a + b * y + e
a = 0
??
The following was suggested for a different example, but i dont quite know
how to transfer this to my problem:
"""""""""""""I don't know STATA, but if you want to force a specific
regression coefficient to be 1, I think that can be done with the formula.
Consider the following:
DF <- data.frame(x1=1:6, x2=rep(1:2, 3), y=rep(1:3, 2))
lm(y-x1~x2-1, DF)
The formula "y-x1~x2-1" fits a noconstant model, specified by the
"-1" of y-x1 regressed on x2.
Does this answer the question? spencer
graves"""""""""""""""""""""""
Thanks in advance.
Regards
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