Hi everyone,
I'm trying to perform a linear regression y = b1x1 + b2x2 + b3x3 + b4x4 +
b5x5 while constraining the coefficients such that -3 <= bi <= 3, and the
sum of bi =1. I've searched R-help and have found solutions for
constrained regression using quadratic programming (solve.QP) where the
coefficients are between 0 and 1 and sum to 1, but unfortunately do not
understand it well enough to adapt to my problem. Is there a way to do
this using the lm function or do I absolutely need to use solve.QP? And
if I need to use solve.QP, how would I modify the Boston data example to
my problem?
Thanks so much.
Jackie
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