Dear all,
I need to run a simple linear regression such that:
y = b0 + b1*x1 + (1-b1)*x2 + e
which I know I can use:
lm(y ~ I(x1 - x2) + offset(x2)).
However, I also need to restrict the coefficient b1 to be between 0 and 1.
Is there any way to include such restriction in the linear regression
Sounds like it is or could be considered a mixtures problem. Check
out the FlexMix package, which looks like it should do exactly what
you want. (But maybe not, so look carefully).
-- Bert
On Sat, Nov 26, 2011 at 6:10 AM, Julia Lira julia.l...@hotmail.co.uk wrote:
Dear all,
I need to run a
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