[R] Restricted Least Squares

Nelson Villoria nvilloria at gmail.com
Sat Aug 16 07:46:34 CEST 2008


Dear R experts:

Is there any package that estimates Restricted Least Squares?

Specifically, If I want to fit:

G = b0 + b1(Y) + a1(X1) + a2(X2) + a3(X3) + a4(X4)
where Y, X1 to X4 are variables and b's and a's parameters to be estimated.

I want to impose a1 + a2 + a3 + a4 = 0.

Thanks,

Nelson



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