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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 |
Thu, 12 Dec 2013 10:43:58 +0000 |

This is, I know, not what you are asking but y as a linear function of nine predictors each coefficient being in the same interval the coefficients summing to 1 sounds rather close to y is the average of the predictors as your coefficients must average 1/9 by your own rules. This is all apart from some intercept (which you can always subtract out, at least approximately). So, if I were reviewing/hearing about your work I would ask for a graph of y vs average of predictors as giving an easy but possibly informative idea of your data. It might also be a supplementary graph to throw light on your fitted hyperplane, especially if the eventual fit is puzzling or problematic in any detail. Nick njcoxstata@gmail.com On 12 December 2013 09:49, Maarten Buis <maartenlbuis@gmail.com> wrote: > 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/ * * 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>

**Re: st: Fitting a linear regression where coefficients are bounded proportions***From:*Maarten Buis <maartenlbuis@gmail.com>

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