Well, if I understand the question correctly (following the posting guide
would have spared guessing, as usual), forget packages -- nothing more than
elementary algebra is needed.

e.g.

lm(y ~ x1 + x2 + x3)  subject to the constraint beta_2 = beta_3, the
coefficients of x2 and x3, is the same as

lm (y ~ x1 + z)   where z = x3 + x3 (sum of the 2 covariate vectors).

etc. etc.   ...  ???

-- Bert

On Mon, Oct 31, 2011 at 12:16 PM, Kristian Lind <
kristian.langgaard.lind@gmail.com> wrote:

> 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
> >
> > --
> > View this message in context:
> >
> http://r.789695.n4.nabble.com/Linear-Regression-with-Linear-Equality-Constraint-tp3956588p3956588.html
> > Sent from the R help mailing list archive at Nabble.com.
> >
> > ______________________________________________
> > R-help@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> > http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
>
>        [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>



-- 

Bert Gunter
Genentech Nonclinical Biostatistics

Internal Contact Info:
Phone: 467-7374
Website:
http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm

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