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Multiple linear regression with constraint

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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 on 8 Feb 2014
John D'Errico
John D'Errico on 8 Feb 2014
Edited: John D'Errico on 8 Feb 2014
Note that most likely, some of the coefficients MIGHT go negative by an amount on the order of eps. Look at the numbers. If they are -1.e-13, why do you care? Just set them to ZERO afterwards.
abdoulaye thiam
abdoulaye thiam on 8 Feb 2014
Edited: 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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