[R] Weighted least squares with constraints

2011-02-15 Thread GRANT Lewis
Hi I am attempting to convert my simple weighted regressions (produced using the weights argument in lm) to a constrained regression where the coefficients sum to 1. I understand that I can do this using solve.qp and I have spent time reading the archives to understand how this is done, but I

[R] Basic regression output question

2009-03-23 Thread GRANT Lewis
Hi Probably a very basic question: I am regressing a matrix of 50 response variables against a matrix of 10 factors using the lm function. This gives me an object with the output for 50 regressions, as required. How do I now "use" the data? For example, below is some code that generates sample

[R] Regression and data types

2008-09-26 Thread GRANT Lewis
Dear All I have three data sets, X1, X2 and Y. X1 is data, X2 and Y were generated in (different) R programs. All three vectors have one column of 60 data points. I am using the code lm(Y~X1)$coef and lm(Y~X2)$coef. The first returns two values, an intercept and a slope, but the second returns 60 v