[R] Constrained OLS regression

Mesomeris, Spyros [CIR] spyros.mesomeris at citigroup.com
Wed Sep 27 12:51:08 CEST 2006

Hello R helpers,

I am trying to do a linear OLS regression of y on two variables x1 and
x2. I want to constrain the coefficients of x1 and x2 to sum up to 1.
and therefore run a constrained OLS. Can anybody help with this? (I have
seen some answers to similar questions but it was not clear to me what I
need to do) - I have tried the lm function with offset but I must not
have used it properly.


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