[R] Multiple linear regression

[Prof Brian Ripley]

On Thu, 19 Apr 2001, Jim Lindsey wrote:

> >
> > Dear R-users,
> > I've a question regardiing multiple linear regression.
> > Is it possible to regress a function of the type
> > y=b0+b1*x1+b2*x2
> > constraining the partial derivatives dy/dx1 and dy/dx2 to be greater
> > than 0 ???
>
> One easy possibility is to fit it as a nonlinear regression:
> y=b0+exp(b1)*x1+exp(b2)*x2

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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