Programming the statistical procedures from SAS

Restricted coefficient in PROC ROBUSTREG

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Regular Learner
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Restricted coefficient in PROC ROBUSTREG

I'm wondering if there's a way to force a coefficient to equal a specific value in a robust regression.

 

Thank you,

Serafim

Respected Advisor
Posts: 4,742

Re: Restricted coefficient in PROC ROBUSTREG

Not directly, Proc Robustreg doesn't support the specification of constraints. You can likely do so by reparameterizing your model.

PG
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