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.