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fitlm - only positive coefficients

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Tobias Grempels
Tobias Grempels am 24 Okt. 2022
Kommentiert: Torsten am 24 Okt. 2022
Hi
I made a linear regression Model with fitlm. Some of the calculated coefficients are negative. In my Project this doesnt make sense. Is there an opportunity to set Boundaries for the coefficients or only allow positive ones?
Thank you!

Antworten (1)

Torsten
Torsten am 24 Okt. 2022
Use "lsqlin" instead. Here, you can set upper and lower bounds for the parameters.
  2 Kommentare
Tobias Grempels
Tobias Grempels am 24 Okt. 2022
Here i need some help. How can i use lsqlin for optimizing my r-squared?
Torsten
Torsten am 24 Okt. 2022
The r-squared is only optimized in the model with no bounds on the regression coefficients.
You can compute the r-squared after fitting with lsqlin and with the bound constraints on the parameters, but it will of course be smaller than the optimal one.

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