I plan on using proc reg to do multiple linear regression. I need to set a constraint on the coefficients SAS arrives at.
If Y = C1X1 + C2X2 + C3X3 + ..., I need the constraint that C1 > C2 > C3 ....
I've read about the restrict statement and proc calis but am not sure which to use. Thanks in advance.
There is no such constraint C1 > C2 > C3 ... possible in PROC REG. The only constraints possible in PROC REG are to see if a linear combination of regression coefficients is equal to a specific value (not greater than a specific value).
I'm not very familiar with PROC CALIS, but it appears that such a constraint is possible there.
Can anyone offer insights on using proc calis to do what I want? Cannot find syntax examples for what I want to do on the internet.
Plenty of examples in the PROC CALIS documentation
I remembered @Rick_SAS has written a blog about it. Check PROC HPGLM, GENMOD , HPREG , HPGLMSELECT
I believe you can use the RESTRICT statement in PROC HPGENSELECT. See the SAS Note for this situation.
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