Hi everyone,
I'm trying to perform a linear regression y = b1x1 + b2x2 + b3x3 + b4x4 + 
b5x5 while constraining the coefficients such that -3 <= bi <= 3, and the 
sum of bi =1.  I've searched R-help and have found solutions for 
constrained regression using quadratic programming (solve.QP) where the 
coefficients are between 0 and 1 and sum to 1, but unfortunately do not 
understand it well enough to adapt to my problem.   Is there a way to do 
this using the lm function or do I absolutely need to use solve.QP?  And 
if I need to use solve.QP, how would I modify the Boston data example to 
my problem?
Thanks so much.
Jackie

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