[R] Bayesian constrained regression method?

[Michael Bedward]

Hi Jim,

You don't mention whether you have any prior information regarding X2
that can be used to constrain values imputed for it. I think you will
need some because without it values sampled for b and X2 respectively
will just "see-saw" against each other.

Michael


On 22 October 2010 18:37, Jim Silverton <jim.silverton at gmail.com> wrote:
> Hello everyone,
> I am trying to estimate the parameter b.
> I have Y and X1 which I know and they are both random. However, I also have
> X2 which I don't know and is also random. I want to estimat b from the
> model:
>
> Y = b*X1  + ( 1 - b ) * X2
>
> Can anyone offer some suggestions. The values of Y and X1 are both pvalues
> so they are constrained in (0,1).
>
> --
> Thanks,
> Jim.
>
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>
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