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From |
Martin Trombetta <martintrombetta@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Fitting a linear regression where coefficients are bounded proportions |

Date |
Wed, 11 Dec 2013 17:00:26 -0200 |

Thanks Maarten, I had read this post before and, even though it was useful at first, I think the methods suggested there do not quite help with my particular problem. Please notice that I wish to include both an equality constraint and several inequality constraints in the same problem, I do not see how to use the methods from this post. 2013/12/11 Maarten Buis <maartenlbuis@gmail.com>: > On Tue, Dec 10, 2013 at 7:50 PM, Martin Trombetta wrote: >> 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. > > There is a discussion of how to do that here: > http://www.stata.com/support/faqs/statistics/linear-regression-with-interval-constraints/ > > Hope this helps, > Maarten > > --------------------------------- > Maarten L. Buis > WZB > Reichpietschufer 50 > 10785 Berlin > Germany > > http://www.maartenbuis.nl > --------------------------------- > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ -- Martin Trombetta * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Fitting a linear regression where coefficients are bounded proportions***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: Fitting a linear regression where coefficients are bounded proportions***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: Fitting a linear regression where coefficients are bounded proportions***From:*Martin Trombetta <martintrombetta@gmail.com>

**Re: st: Fitting a linear regression where coefficients are bounded proportions***From:*Maarten Buis <maartenlbuis@gmail.com>

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