[R] Constraint on coefficient when fitting with lm, glm etc ...

From: Devred, Emmanuel <DevredE_at_mar.dfo-mpo.gc.ca>
Date: Fri 09 Dec 2005 - 07:01:35 EST

Dear R-users,

I would like to know if there is any way to constraints optimized parameters using the function lm, glm or others that are written in the form: Lm( formula, data ...)
As I understand, formula are of the type y ~ X1 +X2+ ... Xi (where Y, X1, X2 ..Xi are vectors). In my case I would like the estimates of this linear combination computed with lm to be positives. I haven't found anything about it in the documentation, I would like to use the lm.ridge function with positives estimates. Would anyone have already met this problem ?

Thank you,


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