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Re: st: Fitting a linear regression where coefficients are bounded proportions
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: Fitting a linear regression where coefficients are bounded proportions
Date
Wed, 11 Dec 2013 11:13:19 +0100
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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