[R] Linear Regression with Linear Equality Constraint
JW
jon at phatrasecurities.com
Mon Oct 31 18:56:44 CET 2011
Please advice on the package I should use to run a linear regression model
(weighted least squared) with linear equality constraint. I initially tried
"constrOptim" but it turned out that it only supported inequality linear
constraint. Thank you very much in advance.
Cheers,
Jon
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