Frankly, I would do it Duncan's way as that represents it simply as
a linear model but if you insist you could use nls.
nls(dY ~ a0 - a1 * (Y - b1*X) + b0*dX, DF, start = whatever)
On Sat, Oct 4, 2008 at 4:06 PM, Duncan Murdoch <[EMAIL PROTECTED]> wrote:
> On 04/10/2008 3:29 PM, Werner Wernersen
besides Duncan's and mine.
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On
Behalf Of Duncan Murdoch
Sent: Saturday, October 04, 2008 4:06 PM
To: Werner Wernersen
Cc: [EMAIL PROTECTED]
Subject: Re: [R] syntax to restrict coefficient in lm()
On 04/10/2008 3:29 PM, W
On 04/10/2008 3:29 PM, Werner Wernersen wrote:
Hi,
I would like to estimate an error correction model with lm() but I don't find
the correct syntax for that.
The model (leaving out the time indices) looks like:
dY = a0 - a1 * (Y - b1*X) + b0*dX + e
the problem is the term - a1 * (Y - b1*X). H
Hi,
I would like to estimate an error correction model with lm() but I don't find
the correct syntax for that.
The model (leaving out the time indices) looks like:
dY = a0 - a1 * (Y - b1*X) + b0*dX + e
the problem is the term - a1 * (Y - b1*X). How can I restrict a1 to be the same
for both Y a
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