BookmarkSubscribeRSS Feed
Mbs270
Obsidian | Level 7

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.

5 REPLIES 5
PaigeMiller
Diamond | Level 26

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.

 

 

--
Paige Miller
Mbs270
Obsidian | Level 7

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.

Ksharp
Super User

I remembered @Rick_SAS has written a blog about it. Check PROC HPGLM, GENMOD , HPREG , HPGLMSELECT

Rick_SAS
SAS Super FREQ

I believe you can use the RESTRICT statement in PROC HPGENSELECT. See the SAS Note for this situation.

hackathon24-white-horiz.png

The 2025 SAS Hackathon has begun!

It's finally time to hack! Remember to visit the SAS Hacker's Hub regularly for news and updates.

Latest Updates

How to Concatenate Values

Learn how use the CAT functions in SAS to join values from multiple variables into a single value.

Find more tutorials on the SAS Users YouTube channel.

SAS Training: Just a Click Away

 Ready to level-up your skills? Choose your own adventure.

Browse our catalog!

Discussion stats
  • 5 replies
  • 1920 views
  • 0 likes
  • 4 in conversation