Resending cos I think this didn't get through for some reason... apologies if it arrives twice!
---------- Forwarded message ---------- From: Rick Ram <[EMAIL PROTECTED]> Date: 28-Jul-2005 18:03 Subject: Forcing coefficents in lm(), recursive residuals, etc. To: R-help <[email protected]> Hello all, Does anyone know how to constrain/force specific coefficients when running lm()? I need to run recresid() {strucchange package} on the residuals of forecast.lm, but forecast.lm's coefficients must be determined by parameter.estimation.lm I could estimate forecast.lm without lm() and use some other kind of optimisation, but recresid() requires an object with class lm. recresid() allows you to specify a formula, rather than an lm object, but it looks like coefficients are estimated this way too and can't be forced. Here is a bit of code to compensate for my poor explanation:. # Estimate the coefficients of model parameter.estimation.lm = lm(formula = y ~ x1 + x2, data = estimation.dataset) # How do I force the coefficients in forecast.lm to the coeff estimation from parameter.estimation.lm?? forecast.lm = lm(formula = y ~ x1 + x2, data = forecast.dataset) # Because I need recursive residuals from the application of the coefficients from parameter.estimation.lm to a different dataset recresid(forecast.lm) Thanks in advance guys, R. [[alternative HTML version deleted]] ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
