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.
Best, -- Wolfgang Viechtbauer Department of Methodology and Statistics School for Public Health and Primary Care Maastricht University, P.O. Box 616 6200 MD Maastricht, The Netherlands Tel: +31 (43) 388-2277 Fax: +31 (43) 361-8388 Web: http://www.wvbauer.com ----Original Message---- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of David Smith Sent: Tuesday, October 26, 2010 12:24 To: r-help@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. > > Thanks in advance for any help! > > David ______________________________________________ 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.
