Hi Zhang , take a look to sur package http://www.systemfit.org/
regards, Patrizio Frederic +------------------------------------------------- | Patrizio Frederic | Research associate in Statistics, | Department of Economics, | University of Modena and Reggio Emilia, | Via Berengario 51, | 41100 Modena, Italy | | tel: +39 059 205 6727 | fax: +39 059 205 6947 | mail: [EMAIL PROTECTED] +------------------------------------------------- 2008/8/8 Zhang Yanwei - Princeton-MRAm <[EMAIL PROTECTED]>: > Hi all, > I am running a bivariate regression with the following: > > p1=c(184,155,676,67,922,22,76,24,39) > p2=c(1845,1483,2287,367,1693,488,435,1782,745) > I1=c(1530,1505,2505,204,2285,269,1271,298,2023) > I2=c(8238,6247,6150,2748,4361,5549,2657,3533,5415) > R1=I1-p1 > R2=I2-p2 > > x1=cbind(p1,R1) > y1=cbind(p2,R2) > > fit1=lm(y1~-1+x1) > summary(fit1) > > Response 2: > Coefficients: > Estimate Std. Error t value Pr(>|t|) > x1p1 -1.4969 2.7004 -0.554 0.59662 > x1R1 3.0937 0.8366 3.698 0.00767 ** > > > One can see that in the second regression, i.e. R2~-1+p1+R1, the coefficient > for p1 is not significant. I wonder if I can run this bivariate regression > again with the constraint that the coefficient for p1 in the second > regression equation is zero? Thanks a lot. > > Sincerely, > Yanwei Zhang > Department of Actuarial Research and Modeling > Munich Re America > Tel: 609-275-2176 > Email: [EMAIL PROTECTED]<mailto:[EMAIL PROTECTED]> > > > [[alternative HTML version deleted]] > > ______________________________________________ > 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-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.
