Multiple linear regression with constraint

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abdoulaye thiam
abdoulaye thiam 2014-2-7
编辑： abdoulaye thiam 2014-2-8
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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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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