Force constant slope in linear regression
14 次查看(过去 30 天)
显示 更早的评论
Hello,
I am trying to perform a linear regression with a fixed slope term (i.e., only fitting the intercept). Is there a way to do this using the 'fitlm' function?
I came across this post asking a similar question: https://www.mathworks.com/matlabcentral/answers/67434-how-can-i-do-a-linear-fit-with-forced-slope. However, the solution in this post isn't ideal for my application. I'd like to stay within the fitlm framework so that I can use it's functionality (e.g., the 'predict' function and confidence interval calculation), and also because I'd like to give the user the flexibility to fit the slope or constrain it.
Thank you,
Abed
1 个评论
dpb
2021-3-30
I don't see any way to do so, directly, no.
AFAICT, none of the ways to specify the model allow you to enter a constant for a given term, nor can you build a LinearModel object other than through fitlm for an OLS fit; you can't try subterfuge of fitting the ordinary model and then replacing the coefficients, either; they're read-only.
The only way I see would be by the other subterfuge of creating a set of data that will produce the desired coefficents and fitting that. That would be relatively easy to have code to do since the intercept is easy-enough to calculate, one can generate a set of points that fit the proposed line and fit those. However, of course, the statistics other than the coefficients themselves will be bogus because the fit will be exact.
So the net result for which reason you propose wanting to do so will not produce the desired results; you'd still have to compute those intervals, etc., directly.
Of course, when one sets the value of the slope, none of the assumptions for those statistics are valid any longer, anyways...
采纳的回答
更多回答(1 个)
Bruno Luong
2021-4-5
% find intercept such that
% y ~= givenslope*x + intercept
% in the least squares sense
intercept = mean(y - givenslope*x)
0 个评论
另请参阅
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!