Sorry guys, resending this - none of my posts have gone through because HTML emails where not being delivered... sending this plaintext now!
On 28/07/05, Rick Ram <[EMAIL PROTECTED]> wrote: > Resending cos I think this didn't get through for some reason... apologies > if it arrives twice! > > > ---------- Forwarded message ---------- > From: Rick Ram < [EMAIL PROTECTED]> > Date: 28-Jul-2005 18:03 > Subject: Forcing coefficents in lm(), recursive residuals, etc. > To: R-help <r-help@stat.math.ethz.ch > > > Hello all, > > Does anyone know how to constrain/force specific coefficients when running > lm()? > > I need to run recresid() {strucchange package} on the residuals of > forecast.lm, but forecast.lm's coefficients must be determined by > parameter.estimation.lm > > I could estimate forecast.lm without lm() and use some other kind of > optimisation, but recresid() requires an object with class lm. recresid() > allows you to specify a formula, rather than an lm object, but it looks like > coefficients are estimated this way too and can't be forced. > > Here is a bit of code to compensate for my poor explanation:. > > # Estimate the coefficients of model > parameter.estimation.lm = lm(formula = y ~ x1 + x2, data = > estimation.dataset) > # How do I force the coefficients in forecast.lm to the coeff estimation > from parameter.estimation.lm?? > > forecast.lm = lm(formula = y ~ x1 + x2, data = forecast.dataset) > # Because I need recursive residuals from the application of the > coefficients from parameter.estimation.lm to a different dataset > recresid(forecast.lm) > > Thanks in advance guys, > > R. ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html