The constrained-regression tag has no wiki summary.
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1answer
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(Prediction) constrained OLS in R
I have a collection of $n$ datapoints $(y_i,\bf{x}_i)$ in $\mathbb{R}^{p+1}$ and would like to estimate the following model in R:
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0answers
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Restricted least squares: condition is that the parameter vector is greater or equal zero
I only found a example in which the constraind on $\beta_i, \ i=1,...k$ would make them sum up to one as well introduces a constraind such that all $\beta_i$ are all greater or equal zero. Since I ...
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0answers
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Constrained Least Squares: Variance-Covariance/Std. Error Estimation
I'm looking to obtain standard errors for constrained linear model estimation. I'd like to be able to estimate standard errors and confidence intervals for the coefficients of $\beta'$ estimated via:
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2
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1answer
460 views
Constrained Regression in R: coefficients positive, sum to 1 and non-zero intercept
I have the model that I need to estimate, $$ Y = \pi_0 + \pi_1 X_1 + \pi_2 X_2 + \pi_3 X_3 + \varepsilon, $$
with $\sum_k \pi_k = 1 \text{ for }k \geq 1$ and $\pi_k\ge0 \text{ for }k \geq 1$.
Elvis ...
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2answers
137 views
Logistic regression classifier with non-negative weights constraint
My feature data is defined in such a way that I believe all weights must be non-negative.
I am looking for a reference discussing how to optimize the weights of a logistic regression classifier with ...
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1answer
1k views
How to calculate sum of squared errors (SSE or SSR) with STATA12 software?
I have a techincal issue with stata: I need to calculate the SSE of a regression model, but the automatic output just gives me RMSE; I need SSE of this constrained model because I have to test if this ...
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0answers
201 views
Is there an R package for constrained regression that has both a formula and predict interface similar to that of lm() and glm()?
Is there an R package for constrained regression, that has both a formula interface and a predict method? Two existing options are pcls from mgcv and nnls from ...
