I believe the package systemfit can help you with that. Haven't tried it
myself, but give it a go.

Regards,

Kristian

2011/10/31 JW <jon@phatrasecurities.com>

> 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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