R help - Oct 2011 - Linear Regression with Linear Equality Constraint

Please advice on the package I should use to run a linear regression model
(weighted least squared) with linear equality constraint.  I initially tried
"constrOptim" but it turned out that it only supported inequality
linear
constraint.  Thank you very much in advance.

Cheers,

Jon

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I believe the package systemfit can help you with that. Haven't tried it
myself, but give it a go.

Regards,

Kristian

2011/10/31 JW <jon@phatrasecurities.com>
> Please advice on the package I should use to run a linear regression model
> (weighted least squared) with linear equality constraint.  I initially
> tried
> "constrOptim" but it turned out that it only supported inequality
linear
> constraint.  Thank you very much in advance.
>
> Cheers,
>
> Jon
>
> --
> View this message in context:
>
http://r.789695.n4.nabble.com/Linear-Regression-with-Linear-Equality-Constraint-tp3956588p3956588.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
	[[alternative HTML version deleted]]

I think Alabama package on CRAN can do this;
http://cran.r-project.org/web/packages/alabama/index.html
>-----Original Message-----
>From: r-help-bounces at r-project.org
[mailto:r-help-bounces at r-project.org]
>On Behalf Of JW
>Sent: 31 October 2011 17:57
>To: r-help at r-project.org
>Subject: [R] Linear Regression with Linear Equality Constraint
>
>Please advice on the package I should use to run a linear regression
>model
>(weighted least squared) with linear equality constraint.  I initially
>tried
>"constrOptim" but it turned out that it only supported inequality
linear
>constraint.  Thank you very much in advance.
>
>Cheers,
>
>Jon
>
>--
>View this message in context: http://r.789695.n4.nabble.com/Linear-
>Regression-with-Linear-Equality-Constraint-tp3956588p3956588.html
>Sent from the R help mailing list archive at Nabble.com.
>
>______________________________________________
>R-help at r-project.org mailing list
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide http://www.R-project.org/posting-
>guide.html
>and provide commented, minimal, self-contained, reproducible code.
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