Message-ID: <CAErBeddkDcrHRQF90SySs+i9RXF871hHbufLf_zJcCYG664FWg@mail.gmail.com>
Date: 2015-08-15T19:00:51Z
From: Eric Weigel
Subject: CONSTRAINED REGRESSIONS
?I wish to run a regression where the slope coefficients are bound between
0 and 1, the sum of the slope coefficients ?sums to 1 and there is an
intercept (no bounds). Specifically I wish to run a Heston/Rouwenhorst type
of regression using country and sector dummies.
Is there a procedure in R that can run such a constrained regression?
Thanks for your help.
--
*Eric J. Weigel*
[[alternative HTML version deleted]]