topic Re: Restrict statement in PROC REG in SAS Procedures

Restrict statement in PROC REG

tania_hf — Mon, 05 Dec 2016 11:19:49 GMT

Bonjour,

Dans une PROC REG, je souhaite savoir s'il est possible de spécifier à la constante du modèle d'être inférieure à 1.

Le statement du type RESCTRICT intercept < 1 ne semble pas fonctionner...

Merci d'avance pour votre aide.

Re: Restrict statement in PROC REG

mkeintz — Mon, 05 Dec 2016 11:52:55 GMT

The RESTRICT statement allows only equality constraints, not inequality constraints.

Re: Restrict statement in PROC REG

Ksharp — Mon, 05 Dec 2016 14:22:18 GMT

Or you could use SAS/OR  or  SAS/IML to get it.
Post your question at OR or IML forum, and explain your question in English.

Re: Restrict statement in PROC REG

Rick_SAS — Mon, 05 Dec 2016 15:28:53 GMT

See this SAS NOTE about restricting model parameters. You cannot use the RESTRICT statement in PROC REG to specify an upper bound, but other procedures allow it. For example, to ensure that the intercept term is not negative, you can use

proc fmm data=sashelp.class;
model weight = height;
restrict int 1 >= 0;
run;

For your problem, use

restrict int 1 <= 1;