Re: [R] restricted model estimation

2012-01-18 Thread Ben Bolker
n.vialma libero.it libero.it> writes: > I would like to know how to estimate in R a restricted model. > The model would be: > > y=beta*X1+(1-beta)*X2 > > so the sum of coefficients must be one. I wonder if there is an option in the > lm function that allows to specify that restriction or any

[R] restricted model estimation

2012-01-18 Thread n.via...@libero.it
Dear all, I would like to know how to estimate in R a restricted model. The model would be: y=beta*X1+(1-beta)*X2 so the sum of coefficients must be one. I wonder if there is an option in the lm function that allows to specify that restriction or any other solutions to get the expected results