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Constained regression 2 - regression model/solver

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Simon Wang
Simon Wang el 15 de Mzo. de 2015
Cerrada: MATLAB Answer Bot el 20 de Ag. de 2021
I have a regression model log (r(i)) = a + b * log(A(i)) where A(i) is a vector and each element is known. Log is the nature log.
I need to find out a, b, and each element of r(i) such that the sum of r(i) equals to a constant k and the sum of error, sum(square[log (r(i)) – log(P(i)])is minimized, here each element in vector P(i) is known. a and b are scalars.
What regression model/solver should I choose? How to accomplish this gooal?
Thanks!
  2 comentarios
dpb
dpb el 15 de Mzo. de 2015
How do A and P relate to each other?
John D'Errico
John D'Errico el 15 de Mzo. de 2015
Editada: John D'Errico el 15 de Mzo. de 2015
A virtually identical re-ask of your last question, except that in this version, the main difference is you added the Thanks! at the end.

Respuestas (1)

Torsten
Torsten el 16 de Mzo. de 2015
min: sum_{i=1}^{N} (log((a+b*log(A(i))/P(i)))^2
under the constraint
exp(a)*sum_{i=1}^{N} A(i)^b - k = 0
Use fmincon to solve for a and b.
Best wishes
Torsten.

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