[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

r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch

More information about the R-help mailing list