Re: OLS with factors and one common intercept

"John D'Errico" <woodchips@xxxxxxxxxxxxxxxx> wrote in message <gmcioh$c60$1@xxxxxxxxxxxxxxxxxx>...
"Rogelio" <rogelio.a.mancisidor@xxxxxxxxxxxxx> wrote in message <gmchki$o0g$1@xxxxxxxxxxxxxxxxxx>...
Hei,

I wnat to find the coeficient estimates of a linear model with one intercept and two different slopes. I have one factor variable. To be more specific see below:
x=(1:20);
A=[1 2 2 1 2 2 1 1 2 2 2 1 1 1 2 1 2 1 2 1 ]; %%factor variable
y=10+x.*5.*(A==1)+x.*12.*(A==2)+randn(1);
plot(x,y,'o') %% This sketch my model

From the graph we can see that there are one common intercept and two different slopes to estimate. How do I achieve this results??


x=x(:);
A=A(:);
y=y(:);
coef = [ones(length(x),1),(A==1).*x,(A(:)==2)).*x]\y

HTH,
John

Thanks John,

This of course gives an estimate of the coeficients, but I was thinking in terms of a least squares estimation, so I can get standard erros, residuals, hipothesis testing etc. Is there any method in the statistical tool box???
.

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