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finale
2005 Sep 09
1
regression with restrictions - optimization problem
...0 <- u1000+step
reg70 <- lm(a70$med ~ -1+x1+x2+x3+x4, data=a70)
if (res >= sum( (reg70$residuals^2) )) {
res <- sum( (reg70$residuals^2) )
print(paste("cycle", i, "u1000=", u1000, "RSS=", res))
final70 <- a70
finalreg <- reg70
}
}
print(final70)
summary(finalreg)
Maybe a better approach works with optim(stats) or dfp(Bhat), but I
have no idea how to correctly approach such a restricted optimization
problem.
Thank you su much for your help and support.
Mark Hempelmann