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Serafim
Calcite | Level 5

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

 

Thank you,

Serafim

1 REPLY 1
PGStats
Opal | Level 21

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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