[R] lm with rank-deficient X matrix
Lorenz Gygax
lgygax at access.unizh.ch
Fri Jan 22 08:03:54 CET 1999
Dear all,
I would like to fit an lm in which a subset of the explanatory variables
are linearly dependent. Thus I would like to include the restriction that
all betas of these variables sum to 1. Is there a way to this in R? Or is
this what happens automatically if I set singular.ok= T (which is the
default, I believe)?
Thanks for your help. Lorenz
-- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Lorenz Gygax LGygax at amath.unizh.ch; room: 36-L-40
Department of Applied Mathematics
University of Zuerich-Irchel
Winterthurerstr. 190; CH-8057 Zurich
voice: 41-1-635-58-52 fax: 41-1-635-57-05
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