[R] restricted model estimation

n.vialma at libero.it n.vialma at libero.it
Wed Jan 18 17:41:32 CET 2012


Dear all,
I would like to know how to estimate in R a restricted model. 
The model would be:

y=beta*X1+(1-beta)*X2

so the sum of coefficients must be one. I wonder if there is an option in the 
lm function that allows to specify that restriction or any other solutions to 
get the expected results.

Thanks for your attention!



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