[S] Non-negativity restraint

Jisheng Cui (stajc@luff.latrobe.edu.au)
Fri, 27 Feb 1998 15:25:28 +1100


Dear all:

I want to model the following data by the generalized linear model
(under SAS, GLIM, S-plus, or STATA), with Poisson distribution, identity
link, and no intercept (Y=x1+x2+...+x6). But I have to restrain the
esimates of coefficients to be all nonnegative. I knew there is a method
of McDonald and Diamond (1990) available. But I cannot write a macro
from it, espeically when the mentioned GLIM newsletter 8 (1983) is
unavailable for me. So if any one has or know where such a macro is
available, could you please send me an email.

Many thanks in advance.

Jisheng Cui

x1 x2 x3 x4 x5 x6 Y
0.0001 0.0000 0.0000 0.0000 0.0000 0.0000 0
0.0010 0.0000 0.0000 0.0000 0.0000 0.0000 0
0.0036 0.0000 0.0000 0.0000 0.0000 0.0000 0
0.0085 0.0000 0.0000 0.0000 0.0000 0.0000 0
0.0159 0.0000 0.0000 0.0000 0.0000 0.0000 0
0.0262 0.0000 0.0000 0.0000 0.0000 0.0000 0
0.0397 0.0000 0.0000 0.0000 0.0000 0.0000 0
0.0564 0.0000 0.0000 0.0000 0.0000 0.0000 0
0.0764 0.0000 0.0000 0.0000 0.0000 0.0000 3
0.0998 0.0000 0.0000 0.0000 0.0000 0.0000 10
0.1264 0.0001 0.0000 0.0000 0.0000 0.0000 42
0.1553 0.0136 0.0000 0.0000 0.0000 0.0000 40
0.1855 0.0433 0.0000 0.0000 0.0000 0.0000 34
0.2162 0.0791 0.0000 0.0000 0.0000 0.0000 28
0.2467 0.1219 0.0000 0.0000 0.0000 0.0000 38
0.2763 0.1723 0.0000 0.0000 0.0000 0.0000 35
0.3044 0.2171 0.0127 0.0000 0.0000 0.0000 42
0.3304 0.2530 0.0407 0.0000 0.0000 0.0000 29
0.3537 0.2885 0.0742 0.0000 0.0000 0.0000 30
0.3740 0.3205 0.1145 0.0000 0.0000 0.0000 36
0.3907 0.3469 0.1619 0.0000 0.0000 0.0000 38
0.4035 0.3657 0.2164 0.0000 0.0000 0.0000 43
0.4124 0.3758 0.2643 0.0127 0.0000 0.0000 40
0.4171 0.3767 0.3019 0.0407 0.0000 0.0000 25
0.4176 0.3685 0.3374 0.0742 0.0000 0.0000 41
0.4140 0.3520 0.3676 0.1145 0.0000 0.0000 46
0.4066 0.3287 0.3903 0.1493 0.0127 0.0000 37
0.3956 0.3001 0.4036 0.1757 0.0407 0.0000 27
0.3812 0.2683 0.4068 0.2028 0.0742 0.0000 43
0.3641 0.2350 0.3996 0.2281 0.1145 0.0000 36
0.3445 0.2020 0.3826 0.2497 0.1619 0.0127 48
0.3231 0.1708 0.3572 0.2658 0.2164 0.0534 20
0.3003 0.1423 0.3252 0.2752 0.2770 0.1276 37
0.2765 0.1172 0.2887 0.2774 0.3426 0.2421 30
0.2524 0.0957 0.2498 0.2722 0.4116 0.4040 39
0.2283 0.0778 0.2107 0.2601 0.4821 0.6204 45

----------------------------------------------------------------------
Jisheng Cui, Ph.D
National Centre in HIV Epi & Clinical Research Tel: +612 9332 4648
University of New South Wales Fax: +612 9332 1837
Level 2, 376 Victoria St. mailto:jisheng@nchecr.unsw.edu.au
Sydney 2010, Australia http://luff.latrobe.edu.au/~stajc/index.htm
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