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 and references to the literature, please?
Thank you very much.
Carlos
Carlos Alzola
[EMAIL PROTECTED]
(703) 242-6747
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