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From |
Nick Cox <njcoxstata@gmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

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

Date |
Wed, 11 Dec 2013 19:16:24 +0000 |

Interval constraints are handled by reparameterisation; the logit is your friend. Constraints on parameter totals by one being total - sum of others. Your regression sounds so constrained that I wonder whether 1. You need data at all. 2. You have a real chance of getting it to fit. Nick njcoxstata@gmail.com On 11 December 2013 19:00, Martin Trombetta <martintrombetta@gmail.com> wrote: > 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/ * * 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:*Martin Trombetta <martintrombetta@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>

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

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