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- Wed Feb 18, 2009 2:28 am
- Forum: Help With Programming
- Topic: How to impose convexity constraint to regression coeffs ?
- Replies: 1
- Views: 6506
How to impose convexity constraint to regression coeffs ?
Hello, Assume one has a regression of the kind: DEPVAR = B1*Y1 + B2*Y2 + errors which is run in RATS as follows: linreg(noprint) DEPVAR start end # Y1 Y2 Now, I want to impose a constraint on B1 and B2 so that B1+B2 is equal or less than 1 ? How do I do that ?????? Many thanks for your help ! V.