Multiple linear regression with constraint

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abdoulaye thiam
abdoulaye thiam on 7 Feb 2014
Edited: abdoulaye thiam on 8 Feb 2014
I need to run a multiple linear regression such that all of the coefficients are positive, and their sum = 1 . I have 7 variables, so i need 7 seven coefficients.
Thanks !

Accepted Answer

Amit
Amit on 8 Feb 2014
  6 Comments
abdoulaye thiam
abdoulaye thiam on 8 Feb 2014
Yes you are right John, the only the only negative number that i have is -2.641592169276901e-17...Sure, why would I care!! Thank you both!!

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