Re: [R] Simultaneous OLS fitting with constraints on coeffcients

2012-04-16 Thread Gabor Grothendieck
On Mon, Apr 16, 2012 at 6:02 PM, Allan Sikk wrote: > Hi, > > Is it possible in R to fit two equations simultaneously: > > y1 = a1 - b1*t   and > y2 = a2 - b2*t > > so that the following constraint applies: a1/b1 = a2/b2 ? > Try this: set.seed(123) # simulated data a2 <- 2; b1 <- 3; b2 <- 4; a1

[R] Simultaneous OLS fitting with constraints on coeffcients

2012-04-16 Thread Allan Sikk
Hi, Is it possible in R to fit two equations simultaneously: y1 = a1 - b1*t and y2 = a2 - b2*t so that the following constraint applies: a1/b1 = a2/b2 ? Thanks __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEAS