[R] Simultaneous OLS fitting with constraints on coeffcients

Allan Sikk a.sikk at ucl.ac.uk
Tue Apr 17 00:02:30 CEST 2012


Hi,

Is it possible in R to fit two equations simultaneously:

y1 = a1 - b1*t   and
y2 = a2 - b2*t

so that the following constraint applies: a1/b1 = a2/b2 ?

Thanks



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