topic Re: proc model - conditional resrict in SAS Forecasting and Econometrics

proc model - conditional resrict

AlexeyS — Mon, 05 Aug 2019 08:39:57 GMT

I use proc model for solver.

I want to add conditional restrict statement, i.e for some observation I want to add restrict. Can I do it?

Thank you

Re: proc model - conditional resrict

mitrov — Mon, 05 Aug 2019 14:03:52 GMT

Duh, ignore my previous comments. I thought you were talking about PROC TSMODEL.

Re: proc model - conditional resrict

kessler — Mon, 05 Aug 2019 13:52:00 GMT

You can restrict your solution conditionally by using the OPTIMIZE option on the SOLVE statement. Below is an example of a simple case where only the solution for the 9th observation is restricted to be less than or equal to 8. Please let me know if you had something else in mind.

data d;
   do t=1 to 10;
	   output;
	end;
run;

proc model data=d;
   y = t**2/10;
	solve y / optimize out=o;
	restrict ifn(t=9,y,0) <= 8;
quit;

proc print data=o;
run;