Hi Gopi,
Simple linear regression minimizes sum of squares of
the residuals. So in your case you can use Quadratic
Programming (see quadprog package) to introduce linear
constraints.
Regards,
Moshe.
--- Gopi Goswami <[EMAIL PROTECTED]> wrote:
> Hi there,
>
>
> Is there an existing package in
Hi there,
Is there an existing package in R that does simple linear regression
with linear constraints on the parameters? Here is the set up:
y_i = \sum_{k = 1}^K \beta_k x_k + \epsilon_i
where
\sum_{k = 1}^K c_k \beta_k = c_0, for some known co
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