I think Alabama package on CRAN can do this; http://cran.r-project.org/web/packages/alabama/index.html
>-----Original Message----- >From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] >On Behalf Of JW >Sent: 31 October 2011 17:57 >To: r-help@r-project.org >Subject: [R] Linear Regression with Linear Equality Constraint > >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. LEGAL NOTICE This message is intended for the use o...{{dropped:10}} ______________________________________________ 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.