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.
