Sounds like it is or could be considered a mixtures problem. Check out the FlexMix package, which looks like it should do exactly what you want. (But maybe not, so look carefully).
-- Bert On Sat, Nov 26, 2011 at 6:10 AM, Julia Lira <julia.l...@hotmail.co.uk> wrote: > > Dear all, > I need to run a simple linear regression such that: > y = b0 + b1*x1 + (1-b1)*x2 + e > which I know I can use: > lm(y ~ I(x1 - x2) + offset(x2)). > However, I also need to restrict the coefficient b1 to be between 0 and 1. > Is there any way to include such restriction in the linear regression > estimation? > I saw suggestion related with the function Solve.QP, but I really did not > understand such method. > Thanks in advance, > Julia > [[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 ______________________________________________ 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.