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giuliac
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Linear regression with constrained coefficient

I have to perform a linar regression of the form

y=a*x1+b*x2+c

where

b=(1-a)

where I have errors both on the dependent variable y and on the predictors x1,x2. I am not sure how to handle the constraint on the second coefficient and the errors on the dependent variable. Any idea?

giuliac
  • 79
  • 1
  • 1
  • 2