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> Subject: Re: [R] Restricted Least Squares
>
> Thank you very much Dr. Brian -- I appreciate your response.
> I understand the idea of building the constraints into the
> equation but my problem is that i have to deal with
> potentially hundreds of dummy vari
Thank you very much Dr. Brian -- I appreciate your response. I
understand the idea of building the constraints into the equation but
my problem is that i have to deal with potentially hundreds of dummy
variables, and I want the sum of their estimates to equal zero, so LS
can be fitted with an inter
On Sat, 16 Aug 2008, Nelson Villoria wrote:
Dear R experts:
Is there any package that estimates Restricted Least Squares?
Specifically, If I want to fit:
G = b0 + b1(Y) + a1(X1) + a2(X2) + a3(X3) + a4(X4)
where Y, X1 to X4 are variables and b's and a's parameters to be estimated.
I want to i
Dear R experts:
Is there any package that estimates Restricted Least Squares?
Specifically, If I want to fit:
G = b0 + b1(Y) + a1(X1) + a2(X2) + a3(X3) + a4(X4)
where Y, X1 to X4 are variables and b's and a's parameters to be estimated.
I want to impose a1 + a2 + a3 + a4 = 0.
Thanks,
Nelson
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