[R] Setting constraints in the glm package

[David Winsemius]

On Oct 26, 2010, at 7:50 AM, Viechtbauer Wolfgang (STAT) wrote:

> The constraint b1=b2 in a model such as b0 + b1 x1 + b2 x2 + b3 x3  
> implies that b0 + b1 (x1 + x2) + b3 x3, so just add x1 and x2 (call  
> this x12) and fit the model b0 + b1 x12 + b3 x3 and you have imposed  
> the constraint that b1=b2. To impose the constraint that b3=0, just  
> fit the model without variable x3 in it.
>

It may be more convenient to do the addition within a formula without  
first calculating x12 :

glm( y ~ I(x1+x2), data= ....   , ... )

And the offset argument is available for constraints of the form b3 =  
<non-zero-constant>.

-- 
David

> Best,
>
> --
> Wolfgang Viechtbauer
> Department of Methodology and Statistics

> ----Original Message----

> On Behalf Of David Smith Sent:
> Tuesday, October 26, 2010 12:24 To: r-help at r-project.org
> Subject: [R] Setting constraints in the glm package
>
>> Hi,
>>
>> I would like to set a constraint on the fixed effect estimates in a
>> GLM model, such as b1=b2. Is this possible in the glm package?
>> Similarly I would like to set some to equal zero too. I have tried
>> searching the information with this package, but I can't find
>> anything for this.