intercept | R Documentation |
Define linear constraints on intercept parameters in a lvm
-object.
## S3 replacement method for class 'lvm'
intercept(object, vars, ...) <- value
object |
|
... |
Additional arguments |
vars |
character vector of variable names |
value |
Vector (or list) of parameter values or labels (numeric or
character) or a formula defining the linear constraints (see also the
|
The intercept
function is used to specify linear constraints on the
intercept parameters of a latent variable model. As an example we look at
the multivariate regression model
E(Y_1|X) = \alpha_1 + \beta_1 X
E(Y_2|X) = \alpha_2 + \beta_2
X
defined by the call
m <- lvm(c(y1,y2) ~ x)
To fix \alpha_1=\alpha_2
we call
intercept(m) <- c(y1,y2) ~ f(mu)
Fixed parameters can be reset by fixing them to NA
. For instance to
free the parameter restriction of Y_1
and at the same time fixing
\alpha_2=2
, we call
intercept(m, ~y1+y2) <- list(NA,2)
Calling intercept
with no additional arguments will return the
current intercept restrictions of the lvm
-object.
A lvm
-object
Variables will be added to the model if not already present.
Klaus K. Holst
covariance<-
, regression<-
,
constrain<-
, parameter<-
,
latent<-
, cancel<-
, kill<-
## A multivariate model
m <- lvm(c(y1,y2) ~ f(x1,beta)+x2)
regression(m) <- y3 ~ f(x1,beta)
intercept(m) <- y1 ~ f(mu)
intercept(m, ~y2+y3) <- list(2,"mu")
intercept(m) ## Examine intercepts of model (NA translates to free/unique paramete##r)
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