Multiple linear regression

2 messages · Jim Lindsey, Brian Ripley

Thu, Apr 19, 2001 2:40 AM #

One easy possibility is to fit it as a nonlinear regression:
y=b0+exp(b1)*x1+exp(b2)*x2
  Jim

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Brian Ripley

Thu, Apr 19, 2001 3:03 AM #

On Thu, 19 Apr 2001, Jim Lindsey wrote:

If it means > 0 and not >= 0, yes, but if 0 would give a better fit
the nonlinear fit will have problems.

For the latter, there is an example using optim in ch08.R in the MASS
package scripts, and another one for a constrained GLM fit.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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