Sounds like it is or could be considered a mixtures problem. Check
out the FlexMix package, which looks like it should do exactly what
you want. (But maybe not, so look carefully).
-- Bert
On Sat, Nov 26, 2011 at 6:10 AM, Julia Lira <julia.lira at hotmail.co.uk>
wrote:>
> Dear all,
> I need to run a simple linear regression such that:
> y = b0 + b1*x1 + (1-b1)*x2 + e
> which I know I can use:
> lm(y ~ I(x1 - x2) + offset(x2)).
> However, I also need to restrict the coefficient b1 to be between 0 and 1.
> Is there any way to include such restriction in the linear regression
estimation?
> I saw suggestion related with the function Solve.QP, but I really did not
understand such method.
> Thanks in advance,
> Julia
> ? ? ? ?[[alternative HTML version deleted]]
>
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--
Bert Gunter
Genentech Nonclinical Biostatistics
Internal Contact Info:
Phone: 467-7374
Website:
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