[R] "Special" LS estimation problem

megh megh700004 at yahoo.com
Fri Aug 21 18:28:26 CEST 2009

Hi, I have following kind of model : Y = X1 * a1 + X2 * a2 + error

Here sampled data for Y, X1, X2 are like that :

Y <- replicate(10, matrix(rnorm(2),2), simplify = F)
X1 <- replicate(10, matrix(rnorm(4),2), simplify = F)
X2 <- replicate(10, matrix(rnorm(4),2), simplify = F)

My goal is to calculate LS estimates of vectors "a1" and "a2". Can anyone
please guide me how to do that in R? Is there any special function to handle
this kind of problem?

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