how to put constraints to the lin regression coefficients?

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lucloy
Posts: 2
Joined: Wed Sep 16, 2009 9:46 am

how to put constraints to the lin regression coefficients?

Postby lucloy » Wed Sep 16, 2009 10:02 am

Hi everybody,
i need help!!!!
i would like to know how I could impose limits to the coefficients in a linear regression...I want the coefficients to be non-negative and sum equal to 1...
Is it possible with eviews?
Thank you.

Lucas
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13586
Joined: Tue Sep 16, 2008 5:38 pm

Re: how to put constraints to the lin regression coefficients?

Postby EViews Gareth » Wed Sep 16, 2009 10:17 am

http://forums.eviews.com/viewtopic.php?f=4&t=48&p=99
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