I need to do a simple linear regression. But with constraints for the coefficient. The only way to do this is with the non linear regression method, right?
For example i have 2 variables:
dependent variable = return
independent variable = dy
But I want the coefficient to be larger than or equal to zero.
I don't know how to use syntax. And when I look at the normal route analyze>regression>nonlinear I get stuck.
the dependent variable is return.
but what is my model expression? something like b1 + b2*dy ?
and then I have to fill in the parameters. But I don't know what they mean by that. Nor what to fill in with starting value
and then i fill in the constraint: something like b2 >= 0
So the main problem is the parameters i guess.. Please help me out