Hi all, Just to clarify, I know that the predict() function would the normal avenue for applying a model but the problem is that I need to calculate recursive residuals, and the recresid() function needs an object with class "lm". Best, R.
On 28/07/05, Rick Ram <[EMAIL PROTECTED]> wrote: > 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 <[email protected] > > > > > 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. > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
