New Excel Forum

This forum has been moved to TeachExcel.com

Ask all future questions in the New Excel Forum.

ExcelKey

Regression with constraints

Macros, VBA, Excel Automation, etc.

Regression with constraints

Postby steva » Mon Jan 16, 2012 4:39 am

I want to run a linear regression R=b1F1+b2F2+b3F3+b4F4+b5F5+e
with the following constraints:
a) The coefficients to have only values between 0 and 1. 0<bk<1
b) The sum of the coefficients must equal 1 Σbk=1
I would like to ask you if this problem is possible to be solved with excel and the Solver

Thank you in advance
  • 0

steva
Rookie
 
Posts: 1
Joined: Jan 16, 2012
Reputation: 0

Return to Macros and VBA Questions

Who is online

Users browsing this forum: No registered users and 252 guests