[R] linear model with coefficient constraints

[Dieter Menne]

Rnewb wrote:
> 
> I would like to perform a regression like the one below:
> 
> lm(x ~ 0 + a1 + a2 + a3 + b1 + b2 + b3 + c1 + c2 + c3, data=data)
> 
> However, the data has the property that a1+a2+a3 = A, b1+b2+b3 = B, and
> c1+c2+c3 = C, where A, B, 
> 

Ravi Varadhan has an example how this could be done with optim

http://markmail.org/message/3dd5c4rppt2bjzwj

Dieter
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