fitlm - only positive coefficients
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Hi
I made a linear regression Model with fitlm. Some of the calculated coefficients are negative. In my Project this doesnt make sense. Is there an opportunity to set Boundaries for the coefficients or only allow positive ones?
Thank you!
Answers (1)
Torsten
on 24 Oct 2022
0 votes
Use "lsqlin" instead. Here, you can set upper and lower bounds for the parameters.
2 Comments
Tobias Grempels
on 24 Oct 2022
Torsten
on 24 Oct 2022
The r-squared is only optimized in the model with no bounds on the regression coefficients.
You can compute the r-squared after fitting with lsqlin and with the bound constraints on the parameters, but it will of course be smaller than the optimal one.
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