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gl1ce
2011 Sep 19
1
Constrained regressions (suggestions welcome)
All,
Could anyone recommend a package that allows the user to constrain the
coefficients from a multiple regression equation?
I tried using the gl1ce function in lasso2, but couldn't get it to
work. I created a contrived example to illustrate my starting point.
data(cars)
fmla <- formula(dist ~ speed)
gl1c.E <- gl1ce(fmla, data = cars)
gl1c.E
gl1c.E <- gl1ce(fmla, data = cars, link=identity())
gl1c.E
I started with the exam...