[R] Constraint on coefficient when fitting with lm, glm etc ...

[Prof Brian Ripley]

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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-- 
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)
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