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Does anyone know how I can set the value of a coefficient?? I have the following regression:

y=a+b_1 x(-1) + b_2 x(-2) + b_3 x(-3) + b_4 x(-4)

and I want to set the values of several of the coefficients e.g. b_1 will be equal to 0.15786. Any help would be greatly appreciated

Just take the variable with the fixed coefficient over to the other side.

For example, say you want to estimate

y=c(1)+c(2)*x1 + c(3)*x2

and you want to fix c(2) at 0.5, well that's the same thing as estimating:

y-0.5*x1 = c(1)+c(3)*x2

Thanks