[R] Least Squares Restricted Estimator

From: Villoria, Nelson B <nvillori_at_purdue.edu>
Date: Mon, 19 May 2008 11:24:33 -0400


It is there any implementation of a Least Squares Restricted Estimator for a single equation in R? I have seen in the list some examples in which linear constraints are embedded within the equation, but let's say that I have a large number of coefficients (on factors) that I want them to sum up to 0 (so I can include an intercept, the full set of factors, and avoid the dummy trap). Is there any way to impose the restrictions in some matrix fashion (i.e. Rb = q)?  

Thanks,  

Nelson Villoria  

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