Re: Constraint that sum of coefficients equals 1
Posted: Tue May 17, 2011 11:59 am
Hello,
I have the following probplem.
I need to solve a Probit regression, where for one of the Variables there is a constraint that the parameter estimate should be equal to 1, i.e.
y = Probit( c(1) + c(2)*x + z)
However, it is not clear how to impute such a constrain.
Also, I face a problem that when I use specification as
equation bn1.binary(D=N) y c(1) c(2)*x z
it uses the previously obtained coefficients as inputs
If anyone has any idea, would be really glad.
THank you in advance.
I have the following probplem.
I need to solve a Probit regression, where for one of the Variables there is a constraint that the parameter estimate should be equal to 1, i.e.
y = Probit( c(1) + c(2)*x + z)
However, it is not clear how to impute such a constrain.
Also, I face a problem that when I use specification as
equation bn1.binary(D=N) y c(1) c(2)*x z
it uses the previously obtained coefficients as inputs
If anyone has any idea, would be really glad.
THank you in advance.