This tool can be use to perform constraints multiple linear regression. The following features are supported:
- Set bounds for each parameter, one by one, or set same bounds for all, including lower bound and upper bound.
- Set linear constraints. For each linear constraint, you can specify the linear expression, lower bound and upper bound.
NOTE: To force a particular parameter to be positive, you need to set the lower bound to be a very small positive number such as 1E-10.
- Solve constrained linear least-squares problems with the specified bounds and linear constraints.
- Output fit parameters and fit statistics.
- Output fit summary table, ANOVA result, covariance matrix, correlation matrix and fitted values.
- Output plots including:
- partial leverage plots
- residual vs. independent plot
- histogram of the residual plot
- residual vs predicted values plot
- residual vs. the order of the data plot
- residual lag plot.
- Download the file Constrained Multiple Regression.opx
- Drag-and-drop the file onto the Origin workspace. An app icon named Constrained Multiple Regression will appear in the Apps gallery window.
- Activate a worksheet with multiple independent variables (X columns) and a dependent variable (Y column).
- Highlight these columns and click the App icon, or specify the datasets after the dialog box is open.
- Set bounds for each parameter, together with the linear constraints.
- Specify output quantities, including parameters, statistics, plots, etc.