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Re: st: Fitting a linear regression where coefficients are bounded proportions
From
Martin Trombetta <[email protected]>
To
[email protected]
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 <[email protected]>:
> 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
> ---------------------------------
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--
Martin Trombetta
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