n.vialma <at> libero.it <n.vialma <at> libero.it> writes:
> I would like to know how to estimate in R a restricted model. > The model would be: > > y=beta*X1+(1-beta)*X2 > > so the sum of coefficients must be one. I wonder if there is an option in the > lm function that allows to specify that restriction or any other solutions to > get the expected results. isn't this the same as y=(a)+beta*(X1-X2) ? lm(y~I(X1-X2)) If you really want a zero intercept, put '-1' in the formula ______________________________________________ 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.
