R help - Jan 2012 - restricted model estimation

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.

Thanks for your attention!

n.vialma <at> libero.it <n.vialma <at> 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 other solutions
to
> get the expected results.
  isn't this the same as y=(a)+beta*(X1-X2) ?

 lm(y~I(X1-X2))

 If you really want a zero intercept, put '-1' in the formula