[R] Constrained Regression

[Ravi Varadhan]

What is the stochastic mechanism that generates the data? In other words, what distribution is Y, conditioned on X1 and X2, supposed to be?  

You can also get `a' if you do not wanrt to specify the probability mechanism by just doing a least squares fitting, but then making inferences can be a bit tricky.

Ravi.

____________________________________________________________________

Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu


----- Original Message -----
From: Jim Silverton <jim.silverton at gmail.com>
Date: Sunday, October 31, 2010 2:45 am
Subject: Re: [R] Constrained Regression
To: r-help at r-project.org


> Hello everyone,
>  I have 3 variables Y, X1 and X2. Each variables lies between 0 and 1. 
> I want
>  to do a constrained regression such that a>0 and (1-a) >0
>  
>  for the model:
>  
>  Y = a*X1 + (1-a)*X2
>  
>  I tried the help on the constrained regression in R but I concede 
> that it
>  was not helpful.
>  
>  Any help is greatly appreciated
>  -- 
>  Thanks,
>  Jim.
>  
>  	[[alternative HTML version deleted]]
>  
>  ______________________________________________
>  R-help at r-project.org mailing list
>  
>  PLEASE do read the posting guide 
>  and provide commented, minimal, self-contained, reproducible code.