Constraint on coefficient when fitting with lm, glm etc ...
I've just answered a similar question from Richard O'Keefe. MASS p.445 shows you how to do this for logistic regression, and the example is easy to modify.
On Thu, 8 Dec 2005, Devred, Emmanuel wrote:
Dear R-users, I would like to know if there is any way to constraints optimized parameters using the function lm, glm or others that are written in the form: Lm( formula, data ...) As I understand, formula are of the type y ~ X1 +X2+ ... Xi (where Y, X1, X2 ..Xi are vectors). In my case I would like the estimates of this linear combination computed with lm to be positives. I haven't found anything about it in the documentation, I would like to use the lm.ridge function with positives estimates. Would anyone have already met this problem ? Thank you, Emmanuel [[alternative HTML version deleted]]
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