multivariate regression coefficients add up to one

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Peihong
Peihong el 25 de Jul. de 2013
Hi, friend,
I am working on a constrained regression, of which I regress Y on several variables. But I need the sum of regression coefficients is one. would you please advise me how to proceed?
thanks

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the cyclist
the cyclist el 25 de Jul. de 2013
Editada: the cyclist el 25 de Jul. de 2013
I think your best bet would be to use the Statistics Toolbox function nlinfit() to do this. Then, you can explicitly define your coefficients in a way that they sum to 1.

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