Constrained estimation Explanatory/regress

[fbrazdik]

Hi,

I am wondering if it is possible to run constrained estimation for the explanatory object

something like this
expy0 = Explanatory.fromString("difflog(x) = @(1) + @(2)*difflog(x{-1}) + @(3)*log(z)");

and do the regression
where @(1)+@(2)+@(3) =1

Is there a way?

Thanks,
Fero

[fbrazdik]

This may work :-)
expy0 = Explanatory.fromString("difflog(x) = @(1) + @(2)*difflog(x{-1}) + (1-@(1)-@(2))*log(z)");
but what for like @(1)>0, etc?

[jaromir-benes]

Unfortunately, not available...

…

On Tue, Mar 19, 2024 at 6:09 PM Fero ***@***.***> wrote: This may work :-) expy0 = Explanatory.fromString("difflog(x) = @(1) + @(2)*difflog(x{-1}) + (1-@(1)-@(2))*log(z)"); but what for like @(1)>0, etc? — Reply to this email directly, view it on GitHub <#402 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AGCVKKU2Q7SWSNFHLEWZKDLYZBWNRAVCNFSM6AAAAABE5WBQYWVHI2DSMVQWIX3LMV43SRDJONRXK43TNFXW4Q3PNVWWK3TUHM4DQNBTGYZTM> . You are receiving this because you are subscribed to this thread.Message ID: <IRIS-Solutions-Team/IRIS-Toolbox/repo-discussions/402/comments/8843636@ github.com>