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2003 Sep 26
1
least squares regression using (inequality) restrictions
Dear R Users,
I would like to make a lesast squares regression similar to that what is
done by the command "lm". But additionally, I would like to impose some
restrictions:
1) The sum of all regression coefficients should be equal to 1.
2) Each coefficient should assume a value between 0 and 1. (inequality
restrictions)
Which c...