multivariate regression coefficients add up to one
1 回表示 (過去 30 日間)
古いコメントを表示
Hi, friend,
I am working on a constrained regression, of which I regress Y on several variables. But I need the sum of regression coefficients is one. would you please advise me how to proceed?
thanks
0 件のコメント
採用された回答
the cyclist
2013 年 7 月 25 日
編集済み: the cyclist
2013 年 7 月 25 日
I think your best bet would be to use the Statistics Toolbox function nlinfit() to do this. Then, you can explicitly define your coefficients in a way that they sum to 1.
0 件のコメント
その他の回答 (0 件)
参考
カテゴリ
Help Center および File Exchange で Linear Regression についてさらに検索
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!