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st: Fitting a linear regression where coefficients are bounded proportions
From
Martin Trombetta <[email protected]>
To
[email protected]
Subject
st: Fitting a linear regression where coefficients are bounded proportions
Date
Tue, 10 Dec 2013 16:50:59 -0200
Hello to all Statalist users
I need to fit a linear regression where coefficients are to be
interpreted as proportions (that is, they must sum to 1), but at the
same time I wish to impose inequality constraints on each of them:
they all should belong to a specific interval (a,b) inside the unit
interval. I know the issue of inequality constraints in linear
regressions has been dealt with before but I cannot seem to find a way
around this specific problem.
Any kind of help will be strongly appreciated. Thanks for your consideration.
--
Martin Trombetta
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