If b1+b2+b3 = 0 can't you put b3 = -b1-b2 and re-write the model in terms of
b1 and b2 alone? The model is stil (g)linear.
If the parameters to which you refer corresponds to the levels of a factor, then
you can use the contr.sum contrast matrices. It essentailly does the above.
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of mege at students.unibe.ch
Sent: Wednesday, 20 October 2010 10:35 AM
To: r-help at r-project.org
Subject: [R] glm with linear restrictions
I'm looking for a function or package to estimate a glm with linear
restrictions (e.g. the sum of some parameters needs to be zero). I
found the function orlm in the package ic.infer which works for lm
models, but I need it for glm.
Thanks,
Markus
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