topic Re: proc model : vector of restrictions in SAS Forecasting and Econometrics

proc model : vector of restrictions

AlexeyS — Thu, 25 Aug 2022 12:43:15 GMT

Hi All,

I run a non-linear regression using proc model. Proc model as you know have two options of restrictions on parameters: bound and restrict.

I have almost same restriction that returns 100 times, for example :

x1*x2*a+x3*b*t = k(t), when t=0.25,0.5,0.75,....,25 and k is fixed(number) for each t. i.e each t has different k

x1, x2, x3 - parameters

It looks like :

x1*x2*a+x3*b*0.25 = 60

x1*x2*a+x3*b*0.5 = 75

x1*x2*a+x3*b*0.75 = 79

...

Is there any way to write these restrictions in proc model in one restrict? Maybe put t and k into a dataset, that i could take the values from there?

Thank you

Re: proc model : vector of restrictions

kessler — Mon, 29 Aug 2022 14:40:43 GMT

Yes. You can specify multiple restrictions by separating them with commas on the RESTRICT statement:

restrict x1*x2*a+x3*b*0.25 = 60,
   x1*x2*a+x3*b*0.5 = 75,
   x1*x2*a+x3*b*0.75 = 79;

Also, you may be interested in using PROC TMODEL to estimate your model. PROC TMODEL uses the same syntax as PROC MODEL, but it has an improved non-linear optimization engine that is well suited to problems with nonlinear restrictions.

Marc

Re: proc model : vector of restrictions

AlexeyS — Sun, 04 Sep 2022 11:28:31 GMT

Of course, i can write these restrictions, but it not looks nice to write 100 restrictions, therefore i asked a question if there are any other way to write these restriction in more "normal" way.

Re: proc model : vector of restrictions

kessler — Tue, 06 Sep 2022 23:50:12 GMT

Alexey,

If you want to programmatically generate your list of restrictions then you can use the SAS macro language. Here's an example that shows how a RESTRICT statement could be generated from values stored in a data set.

Marc

data d;
   do t = 2 to 12 by 2;
	   output;
	end;
run;

data _null_;
   length eqs $ 1024;
   set d;
	eqname = 'eq'||left(put(_n_,6.));
	call symput(eqname, "lhs = " || t);
run;


%macro restricts;
   restrict
   %do i = 1 %to 6; 
		%unquote(&eq&i)
		%if &i ne 6 %then,
   %end;
	;
%mend restricts; 


proc tmodel;
   ... your model code  ... 
   %restricts;
quit;