Dear R experts: Is there any package that estimates Restricted Least Squares?
Specifically, If I want to fit: G = b0 + b1(Y) + a1(X1) + a2(X2) + a3(X3) + a4(X4) where Y, X1 to X4 are variables and b's and a's parameters to be estimated. I want to impose a1 + a2 + a3 + a4 = 0. Thanks, Nelson ______________________________________________ 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.
