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Mike W.L. Cheung Phone: (65) 6516-3702
Department of Psychology Fax: (65) 6773-1843
National University of Singapore
http://courses.nus.edu.sg/course/psycwlm/internet/
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On Mon, Mar 3, 2008 at 11:52 AM, Carlos Alzola <calzola at cox.net> wrote:
> Dear list members,
>
> I am trying to get information on how to fit a linear regression with
> constrained parameters. Specifically, I have 8 predictors , their
> coeffiecients should all be non-negative and add up to 1. I understand it is
> a quadratic programming problem but I have no experience in the subject. I
> searched the archives but the results were inconclusive.
>
> Could someone provide suggestions and references to the literature, please?
>
> Thank you very much.
>
> Carlos
>
> Carlos Alzola
> calzola at cox.net
> (703) 242-6747
>
>
> [[alternative HTML version deleted]]
>
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