multivariate regression coefficients add up to one

Hi, friend,

I am working on a constrained regression, of which I regress Y on several variables. But I need the sum of regression coefficients is one. would you please advise me how to proceed?

thanks

Answer 1

[the cyclist]

I think your best bet would be to use the Statistics Toolbox function nlinfit() to do this. Then, you can explicitly define your coefficients in a way that they sum to 1.