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Multivariate Linear Regression [Constraining to a specific constant]

Posted 10 years ago
POSTED BY: Jeffrey Korum
2 Replies

I don't know why I didn't think of that; I guess I was just pretty sure there had to be some way to manually do it. This however is probably easier on the computer (I use larger data sets than just 20 most often). Thanks again!

POSTED BY: Jeffrey Korum
Posted 10 years ago

I think one way is to just subtract 6.9 from your y and fit your regression to new y's:

 ystar = y - 6.9

Put this ystar in your J data matrix, call new data matrix with ystar, Jstar

Then fit the regression to ystar without a constant using the option IncludeConstantBasis -> False

LinearModelFit[Jstar, {x1, x2, x3, x4}, {x1, x2, x3, x4}, IncludeConstantBasis -> False]

Your "constrained" model is then the coefficients from above regression with the intercept 6.9 as required.

POSTED BY: Peter Crosbie
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