R help - Aug 2008 - Restricted Least Squares

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

On Sat, 16 Aug 2008, Nelson Villoria wrote:
> 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.
You don't need a package to do that, just re-parametrize.  It is

G ~ Y + I(X1-X4) + I(X2-X4) + I(X3-X4)

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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