I use WinXP/SPSS 17.0
I want to make an analysis of an investment fund.
I use the fund returns as dependent variable and some indices for stocks as independent variables.
Now I want to use a modified time series regression to identify the style of the fund - how are the fund returns explained by the style factors.
So, all estimated slope coefficients must be restricted to take on values between 0-1, because they cannot have a weight less than 0% or greater than 100%.
The sum of the estimated slope coefficients must be 1 = 100%.
Thx for any help.