Timeline for Including a variable in a regression but NOT estimating its coefficient
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Mar 11, 2020 at 8:40 | comment | added | OhHiClark | @Dave, thanks very much, this is really clear. | |
| Mar 10, 2020 at 21:03 | comment | added | Dave | Yes, the parameter on the interaction term is 1. | |
| Mar 10, 2020 at 15:59 | history | edited | Dave | CC BY-SA 4.0 |
added 486 characters in body
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| Mar 10, 2020 at 15:51 | comment | added | OhHiClark | In my specific case, is the beta associated with the interaction therefore equal to one? And for estimation using State, I suppose I could use @NickCox's answer to estimate the model. Simply subtract the interaction product from the dependent variable and estimate the model without the interaction term on the right hand side. Would that be correct? | |
| Mar 10, 2020 at 15:46 | comment | added | Nick Cox | Alternatively just subtract to get $y - 2 x_1$ and feed that to any regression routine. | |
| Mar 10, 2020 at 15:43 | history | answered | Dave | CC BY-SA 4.0 |