[R-sig-ME] parameter restrictions

Ben Bolker bbolker at gmail.com
Mon Oct 17 16:48:17 CEST 2011


Shu Ding <dingx099 at ...> writes:

> *is there a simple way in R to add parameter restrictions to linear mixed
> effects models. Specifically I would like to restrict slope coefficients to
> be*
> 
> *b1<0 and 0<b2< -b1 and 0<b3< -b1-b2 and 
 and 0<b7< -b1-b2-b3-b4-b5-b6.*
> 
> * *
> 
> *Can I use lmeControl, optim, optimx? And How?*
> 

  I don't think there's an easy way to do this.
  You could use AD Model Builder, which allows box constraints 
(lower < parameter < upper ) on individual parameters; reparameterization
(e.g. make b2' = -b2/b1, constrain it between 0 and 1, then b2 will
be constrained between 0 and -b1); and generalized penalties.  But
there's a pretty steep learning curve.


  Ben Bolker




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