Multiple linear regression with constraint

2014 2 7
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I need to run a multiple linear regression such that all of the coefficients are positive, and their sum = 1 . I have 7 variables, so i need 7 seven coefficients.
Thanks !

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Amit
Amit 2014-2-8

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abdoulaye thiam
abdoulaye thiam 2014-2-8
Thanks Amit, with lsqlin i am able to set the sum of the coefficients being equal to zero, but i do not know how to make sure that they are all positive numbers.. sorry, if the question sounds dumb, i am new matlab user thank
Amit
Amit 2014-2-8
make sure that all the coefficients are positive, you set the lower bound as 0 and upper bound as inf. something like:
lsqlin(.......,zeros(7,1),Inf*ones(7,1))
abdoulaye thiam
abdoulaye thiam 2014-2-8
Hello Amit, even after setting the lower bound to zero it gives negative coefficients.
Amit
Amit 2014-2-8
How did you set it? How did you use lsqlin?
John D'Errico
John D'Errico 2014-2-8
编辑：John D'Errico 2014-2-8
Note that most likely, some of the coefficients MIGHT go negative by an amount on the order of eps. Look at the numbers. If they are -1.e-13, why do you care? Just set them to ZERO afterwards.
abdoulaye thiam
abdoulaye thiam 2014-2-8
编辑：abdoulaye thiam 2014-2-8
Yes you are right John, the only the only negative number that i have is -2.641592169276901e-17...Sure, why would I care!! Thank you both!!

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