Well, if I understand the question correctly (following the posting guide would have spared guessing, as usual), forget packages -- nothing more than elementary algebra is needed.
e.g. lm(y ~ x1 + x2 + x3) subject to the constraint beta_2 = beta_3, the coefficients of x2 and x3, is the same as lm (y ~ x1 + z) where z = x3 + x3 (sum of the 2 covariate vectors). etc. etc. ... ??? -- Bert On Mon, Oct 31, 2011 at 12:16 PM, Kristian Lind < kristian.langgaard.l...@gmail.com> wrote: > I believe the package systemfit can help you with that. Haven't tried it > myself, but give it a go. > > Regards, > > Kristian > > 2011/10/31 JW <j...@phatrasecurities.com> > > > Please advice on the package I should use to run a linear regression > model > > (weighted least squared) with linear equality constraint. I initially > > tried > > "constrOptim" but it turned out that it only supported inequality linear > > constraint. Thank you very much in advance. > > > > Cheers, > > > > Jon > > > > -- > > View this message in context: > > > http://r.789695.n4.nabble.com/Linear-Regression-with-Linear-Equality-Constraint-tp3956588p3956588.html > > Sent from the R help mailing list archive at Nabble.com. > > > > ______________________________________________ > > R-help@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > > http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
