That did it. Thanks! One more follow-up questions. How do I set a parameter
to a particular value? I tried I(.5*X2), but that didn't do what I
expected.
On Tue, May 29, 2012 at 6:39 AM, Rui Barradas <ruipbarra...@sapo.pt> wrote:
> Hello,
>
> Your model is equivalent of
>
> y = b1(X1 + X3) + b2X2
>
> (plus error)
>
> So, use I() to add X1 and X3. You don't need to create an extra variable
> X13 <- X1 + X3. See the help page for it. The point on function formula.
>
> ?I
>
> linMod2 = lm(Y ~ -1 + I(X1 + X3) + X2, data=data.set)
> summary(linMod2)
> # The same.
> linMod3 = lm(Y ~ 0 + I(X1 + X3) + X2, data=data.set)
> summary(linMod3)
>
> With set.seed(1) your common slope is
>
> coef(linMod2)
> I(X1 + X3) X2
> 0.4237869 3.3626984
>
> Also, I find it better to put 'library', 'require', etc as the first lines
> of code.
>
> Hope this helps,
>
> Rui Barradas
>
> Em 29-05-2012 04:14, Dustin Fife escreveu:
>
> Forgive me if this is a trivial question, but I couldn't find it an answer
>> in former forums. I'm trying to reproduce some SAS results where they set
>> two parameters equal. For example:
>>
>> y = b1X1 + b2X2 + b1X3
>>
>> Notice that the variables X1 and X3 both have the same slope and the
>> intercept has been removed. How do I get an estimate of this regression
>> model? I know how to remove the intercept ("-1" somewhere after the
>> tilde).
>> But how about setting parameters equal? I have used the car package to set
>> up linear hypotheses:
>>
>>
>> X1 = rnorm(20, 10, 5); X2 = rnorm(20, 10, 5); X3 = rnorm(20, 10, 5)
>> Y = .5*X1 + 3*X2 + .5*X3 + rnorm(20, 0, 15)
>> data.set = data.frame(cbind(X1, X2, X3, Y))
>> linMod = lm(Y~X1 + X2 + X3, data=data.set)
>> require(car)
>> linearHypothesis(linMod, c("(Intercept)=0", "X1-X3=0"))
>>
>> (forgive the unconventional use of the equal sign....old habit).
>> Unfortunately, the linearHypothesis is always compared to a full model
>> (where the parameters are freely estimated). I want to have an ANOVA
>> summary table for the reduced model. Any ideas? Thanks in advance for the
>> help!
>>
>>
--
Dustin Fife
PhD Student
Quantitative Psychology
University of Oklahoma
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