[R] Linear Regression with Linear Equality Constraint

Mehmet Suzen msuzen at mango-solutions.com
Mon Oct 31 23:35:16 CET 2011


I think Alabama package on CRAN can do this;
http://cran.r-project.org/web/packages/alabama/index.html

>-----Original Message-----
>From: r-help-bounces at r-project.org
[mailto:r-help-bounces at r-project.org]
>On Behalf Of JW
>Sent: 31 October 2011 17:57
>To: r-help at r-project.org
>Subject: [R] Linear Regression with Linear Equality Constraint
>
>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
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