Linear Regression with Linear Equality Constraint
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 Sent from the R help mailing list archive at Nabble.com.
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