Hi Jorge, Did you ever figure this out? I want to do the same thing with the additional constraint of the coef for x1 = 2.
lm(Y~offset(2*x1)+x2+x3,data=mydata) where b= coeff for x2, c = coeff for x3, b+c=1 and b and c>0. I've loaded the systemfit package, but the suggestion "R*beta0 = q, where R is R.restr and q is q.restr in the function call" makes no sense to me. Cheers, Rosie -- View this message in context: http://r.789695.n4.nabble.com/Constrained-coefficients-in-lm-correction-tp861989p4634321.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.