Operations Research topics: SAS/OR,
SAS Optimization, and SAS Simulation Studio

Constraints in Lineair regression

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Constraints in Lineair regression

Hi,

I'm a student working on my masters thesis. I'm using SAS to detect the maximum R² for several regressions. However, the coefficients on my independent variables must sum to one and must all be >=0. Does anyone know how to implement this from Lineair regression's analysis in SAS?


Thank you so much!

Kristof
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