Statistics

Linear Compositional Regression

Authors: Josef Bukac
Comments: 7 Pages. A paper on interpolation by generalized logistic functions will follow

We study the properties of regression coefficients when the sum of the dependent variables is one,ie, the dependent variables are compositional.We show that the sum of intercepts is equal toone and the sum of other corresponding regressioncoefficients is zero. We do it for simple linearregressions and also for a more general case usingmatrix notation. The last part treats the casewhen the dependent variables do not sum up to one. We simplify the well known formula derived by theuse of Lagrange multipliers.
Category: Statistics