search for: designmat

Displaying 3 results from an estimated 3 matches for "designmat".

2008 Jan 20
2
Efficient way for multiplying vectors with a only certain number of rows in a matrix
Dear R-users, I am working on a problem that I am currently not able to solve efficiently. It is about multiplying one column of a matrix with only a certain number of rows of another matrix. Let me illustrate my problem with an example: n.obs = 800 n.rowsperobs = 300 n.param = 23 Designmat = matrix(rnorm(n.obs*n.rowsperobs*n.param),ncol=n.param) Betamat = matrix(rnorm(n.obs*n.param),nrow=n.param) In this example, "Designmat" consists of 800*300 rows, meaning that 300 rows belong to one of the 800 observations. Each observation has also one parameter vector, which is one...
2010 Oct 31
2
Constrained Regression
Hello everyone, I have 3 variables Y, X1 and X2. Each variables lies between 0 and 1. I want to do a constrained regression such that a>0 and (1-a) >0 for the model: Y = a*X1 + (1-a)*X2 I tried the help on the constrained regression in R but I concede that it was not helpful. Any help is greatly appreciated -- Thanks, Jim. [[alternative HTML version deleted]]
2008 Mar 03
2
Constrained regression
Dear list members, I am trying to get information on how to fit a linear regression with constrained parameters. Specifically, I have 8 predictors , their coeffiecients should all be non-negative and add up to 1. I understand it is a quadratic programming problem but I have no experience in the subject. I searched the archives but the results were inconclusive. Could someone provide suggestions