Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Fitting a linear regression where coefficients are bounded proportions
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
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
[email protected]
On 11 December 2013 19:00, Martin Trombetta <[email protected]> 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 <[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
>> ---------------------------------
>> *
>> * 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/