[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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