R中回归系数的线性组合 [英] Linear combination of regression coefficients in R

问题描述

我需要在R中使用变量X1，X2和X3进行多元回归，其中变量θ=β2+β3.因此对于X2的系数，我需要使用(θ-β3)来代替β2.我该怎么办?

I need to run a multiple regression in R, with the variables X1, X2 and X3, where there is a variable θ = β2 + β3. So instead of β2, for the coefficient of X2 I need to use (θ - β3). How could I do this?

推荐答案

请注意，Y = b1 * x1 +(t-b3)* x2 + b3 * x3

Note that Y = b1 * x1 + (t - b3) * x2 + b3 * x3

等同于

Y = b1 * x1 + t * x2-b3 * x2 + b3 * x3 = b1 * x1 + t * x2 + b3 *(x3-x2)

Y = b1 * x1 + t * x2 - b3 * x2 + b3 * x3 = b1 * x1 + t * x2 + b3 * (x3 - x2)

因此，您可以轻松地从那里继续.

So, you can continue from there easily.

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