Hello,
i have a short question concerning constrained OLS regressions using ?lm
. i would like the value of my only independent variable to be
constrained to 1.
## data
capg <- rnorm(100)
invest <- rnorm(100)
## regression
reg<- lm(capg ~ invest)
how do i use ?offset in that regard?
the documentation says
"offset this can be used to specify an a priori known component to be
included in the linear predictor during fitting. This should be NULL or
a numeric vector of length equal to the number of cases. One or more
offset
<mk:@MSITStore:C:\Programme\R\R-2.9.0\library\stats\chtml\stats.chm::/of
fset.html> terms can be included in the formula instead or as well, and
if more than one are specified their sum is used."
there is no real example.
thanks in advance.
regards
bo
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