It is there any implementation of a Least Squares Restricted Estimator
for a single equation in R? I have seen in the list some examples in
which linear constraints are embedded within the equation, but let's say
that I have a large number of coefficients (on factors) that I want them
to sum up to 0 (so I can include an intercept, the full set of factors,
and avoid the dummy trap). Is there any way to impose the restrictions
in some matrix fashion (i.e. Rb = q)?
Thanks,
Nelson Villoria
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