r - Regression with indicator -
i have dataset 1 dependent variable y, , 2 independent x(continuous) , z(indicator 0 or 1). model fit is
y = a*1(z==0) + b*x*1(z==1),
in other words, if z==0 estimate should intercept, otherwise estimate should intercept plus b*x part.
the thing have come in 2 steps, ie first take mean of y z==0 (this estimate of intercept), , subtract value rest of ys , run simple regression estimate slope.
i (almost) sure work, ideally estimates in one-liner in r using lm or similar. there way achieve this? in advace!
you can define new variable 0 if z
0, , equal x
otherwise:
y ~ ifelse(z, x, 0)
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