MATLAB: Constrain regression coefficients to be equal

constrainmodel comparisonmultiple regressionregression coefficients

Hi guys,

I'm working on a code where I want to compare multiple regression models, one completely free, and one where the regression coefficients of the IV's are constrained to be equal.

In R (lavaan package) I would be able to constrain them like this — Dependent ~ coef * Independent1 + coef * Independent2 (just for reference)

How can I do this in Matlab?

Best Answer

Make a new variable with

IndependentSum = Independent1 + Independent2;

and then fit the model with

Dependent~IndependentSum

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MATLAB: Fmincon and constrains

Hi,

if you know that x(1)=a why don't you take x(1) out of the optimization problem? But if you want to keep it, just let lb(1)=ub(1)=a (i.e., lower and upper bound for x(1)=a).

For the first one: this is equal to saying

abs(x-y)>=aConst

where aConst is some value saying who "unequal" they shoud be. Reformulating as

-abs(x-y)+aConst<=0

gives a nonlinear constraint, see doc for fmincon.

Titus

MATLAB: Ploting 3d constrains

Here is my proposition:

[x,y] = meshgrid(20000:400:40000,0:800:40000);
z = 90000-x-y;
z(z>40000 | z<0) = NaN;
surf(x,y,z,'facecolor','none')
hold on
idx = x==20000;
plot3(x(idx),y(idx),z(idx),'r','LineWidth',2)
xlabel('x');ylabel('y');zlabel('z')

Best Answer

Related Solutions

MATLAB: Fmincon and constrains

MATLAB: Ploting 3d constrains

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