[R] Multiple linear regression
snw at mcs.st-and.ac.uk
Thu Apr 19 12:54:27 CEST 2001
> Dear R-users,
> I've a question regardiing multiple linear regression.
> Is it possible to regress a function of the type
> constraining the partial derivatives dy/dx1 and dy/dx2 to be greater
> than 0 ???
For low dimensional things like the example the easiest approach is to
recognise that the solutions has to be one of:
So you simply pick the one with the lowest RSS that satisfies b1>=0, b2>=0
(assuming you don't require strict inequality). For bigger problems, where
the expressions for the partials are not so simple, use quadratic
> Simon Wood snw at st-and.ac.uk http://www.ruwpa.st-and.ac.uk/simon.html
> The Mathematical Institute, North Haugh, St. Andrews, Fife KY16 9SS UK
> Direct telephone: (0)1334 463799 Indirect fax: (0)1334 463748
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