Hello, I am trying to run a constrained linear regression of a dependent variable y on three explanatory variables x1, x2, and x3. However, I need to constrain the coefficients of the explanatory variables as follows: b1>0, b2<0, and b3>0.
Does anyone know how to do this within the lm/glm framework so that one can still ask for statistics like the r-squared and t-ratios (I realize that in this case t-stats may be harder to compute than usual and may not be available from the lm/glm object)? Any help would be greatly appreciated Spyros ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
