Linear Constraint Breaking when Model Doesn't Include Parameter

[#1]

Currently I have 10 variables in my system and 2 responses. I also have a linear constraint placed that uses all 10 variables.

The first response is a function of all 10 variables (everything is significant) but the 2nd response is just a function of 5/10 of the variables. When I use the prediction profiler for the 2nd response I get the error

I assume this is because I’m not using all 5 variables in the model for the 2nd response so it can’t load the constraint. Is there anyway to keep a constraint on 10 variables (because it’s needed for 1 response) but still have it work when 5/10 of the variables are used.

cc: @ChristianStopp 

[#2 · Accepted solution]

@EndogenousCame1 

One way I can think that may work would be to

• save the prediction formulas via the red triangle option
• modify the formula for the 2^nd response to include each of the removed terms but with a 0 for the weighting (i.e. parameter estimate), such as “ + 0 * :Factor6”. 
• then use those formulas in the Profiler found under Graphs

I tested this out on a very simple example (3 factors, 1 response, main effects only model, and a constraint including all 3 factors), getting the same error message you saw when I reduced a term from  my model.  When I moved to the stand alone Profiler after modifying the formula as described above, the profiler worked as I had expected so hopefully it still retains functionality in a more complex set up like yours.  If your model included more complex terms (interactions, quadratics), I expect adding the zero-weighted terms to replace those removed in model reduction would be needed too. 

I've attached the simple example with 3 add'l scripts to reflect the full model w/ constraints shows the profiler working, another with the reduced model and broken profiler, and the standalone working profiler using the modified prediction formula including the zero weighting. hope that helps!

[#3 · Accepted solution]

Hi @EndogenousCame1,

I might have found a simple solution to help by mimicking your situation. I have the same problem when I try to use the Prediction Profiler and only 7 out of the 10 variables are in the Prediction formula/model :

Here is the trick: You can save the prediction formula of your response with 5 variables, and then modify manually this prediction formula to add other removed variables and give them a coefficient of 0 like this :

Running the Prediction Profiler on this modified prediction formula should remove the warning message and lets you use it normally :

Attached is the sample dataset used to mimick your situation with the two prediction formula saved (original and modified). 

Hope this answer will help you and solve your problem,