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2009 Oct 06
1
linear model with coefficient constraints
I would like to perform a regression like the one below: lm(x ~ 0 + a1 + a2 + a3 + b1 + b2 + b3 + c1 + c2 + c3, data=data) However, the data has the property that a1+a2+a3 = A, b1+b2+b3 = B, and c1+c2+c3 = C, where A, B, and C are positive constants. So there are two extra degrees of freedom, and R handles this by producing NA for two of the coefficients. Instead, I would prefer to remove the