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


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fitting a linear regression where coefficients are bounded proportions
Date   Thu, 12 Dec 2013 10:49:27 +0100

On Wed, Dec 11, 2013 at 8:00 PM, Martin Trombetta 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.

Example 6 of <http://www.stata.com/support/faqs/statistics/linear-regression-with-interval-constraints/>
does exactly what you want: it incorporates both the inequality
constraint that all proportions must be between 0 and 1 _and_ the
constraint that they must add up to 1.

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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