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

 From Nick Cox To "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

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
>> ---------------------------------
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>
>
>
> --
> Martin Trombetta
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```