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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 --------------------------------- * * 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:*Nick Cox <njcoxstata@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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