Re: [R] Multiple linear regression with constraint (imposition)
Thank you David David Winsemius wrote: > > > On Oct 30, 2009, at 7:47 PM, CE.KA wrote: > >> >> Sorry there was a mistake: > > I could not see what was different? > >> >> Hi R users >> >> I want to do a multiple linear regression with R >> >> With a normal model (Y=Cste+A1*X1+A2*X2) the program would be >> lm(Y~X1+X2) >> >> My model is Y=Cste+A1*X1+A2*X2 with the constraint A1=-A2 >> What is the program for such a model? >> > > Try calculating X3= X2-X1 and estimate the shared parameter with: > > lm(y ~ X3) > > or instead; > > lm(Y ~ I(X2 - X1) ) > > -- > > David Winsemius, MD > Heritage Laboratories > West Hartford, CT > > __ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- View this message in context: http://old.nabble.com/Multiple-linear-regression-with-constraint-%28imposition%29-tp26138081p26141453.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Multiple linear regression with constraint (imposition)
Thank you Ravi Ravi Varadhan wrote: > > > Simply do this: > > lm(y ~ I(X1 - X2)) > > > Ravi. > > > Ravi Varadhan, Ph.D. > Assistant Professor, > Division of Geriatric Medicine and Gerontology > School of Medicine > Johns Hopkins University > > Ph. (410) 502-2619 > email: rvarad...@jhmi.edu > > > - Original Message - > From: "CE.KA" > Date: Friday, October 30, 2009 7:48 pm > Subject: Re: [R] Multiple linear regression with constraint (imposition) > To: r-help@r-project.org > > >> Sorry there was a mistake: >> >> Hi R users >> >> I want to do a multiple linear regression with R >> >> With a normal model (Y=Cste+A1*X1+A2*X2) the program would be >> lm(Y~X1+X2) >> >> My model is Y=Cste+A1*X1+A2*X2 with the constraint A1=-A2 >> What is the program for such a model? >> >> Best regards >> >> >> -- >> View this message in context: >> Sent from the R help mailing list archive at Nabble.com. >> >> __ >> R-help@r-project.org mailing list >> >> PLEASE do read the posting guide >> and provide commented, minimal, self-contained, reproducible code. > > __ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- View this message in context: http://old.nabble.com/Multiple-linear-regression-with-constraint-%28imposition%29-tp26138081p26141448.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Multiple linear regression with constraint (imposition)
Simply do this: lm(y ~ I(X1 - X2)) Ravi. Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu - Original Message - From: "CE.KA" Date: Friday, October 30, 2009 7:48 pm Subject: Re: [R] Multiple linear regression with constraint (imposition) To: r-help@r-project.org > Sorry there was a mistake: > > Hi R users > > I want to do a multiple linear regression with R > > With a normal model (Y=Cste+A1*X1+A2*X2) the program would be > lm(Y~X1+X2) > > My model is Y=Cste+A1*X1+A2*X2 with the constraint A1=-A2 > What is the program for such a model? > > Best regards > > > -- > View this message in context: > Sent from the R help mailing list archive at Nabble.com. > > __ > R-help@r-project.org mailing list > > PLEASE do read the posting guide > and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Multiple linear regression with constraint (imposition)
On Oct 30, 2009, at 7:47 PM, CE.KA wrote: Sorry there was a mistake: I could not see what was different? Hi R users I want to do a multiple linear regression with R With a normal model (Y=Cste+A1*X1+A2*X2) the program would be lm(Y~X1+X2) My model is Y=Cste+A1*X1+A2*X2 with the constraint A1=-A2 What is the program for such a model? Try calculating X3= X2-X1 and estimate the shared parameter with: lm(y ~ X3) or instead; lm(Y ~ I(X2 - X1) ) -- David Winsemius, MD Heritage Laboratories West Hartford, CT __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Multiple linear regression with constraint (imposition)
Sorry there was a mistake: Hi R users I want to do a multiple linear regression with R With a normal model (Y=Cste+A1*X1+A2*X2) the program would be lm(Y~X1+X2) My model is Y=Cste+A1*X1+A2*X2 with the constraint A1=-A2 What is the program for such a model? Best regards -- View this message in context: http://old.nabble.com/Multiple-linear-regression-with-constraint-%28imposition%29-tp26138081p26138446.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Multiple linear regression with constraint (imposition)
Hi R users I want to do a multiple linear regression with R With a normal model (Y=Cste+A1*X1+A2*X2) the program would be lm(Y ~X2+X2) My model is Y=Cste+A1*X1+A2*X2 with the constraint A1=-A2 What is the program for such a model? Best regards -- View this message in context: http://old.nabble.com/Multiple-linear-regression-with-constraint-%28imposition%29-tp26138081p26138081.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
