RESTRICT
restriction1 < , restriction2 …> ;
The RESTRICT statement imposes linear restrictions on the parameter estimates. You can specify any number of RESTRICT statements.
Each restriction is written as an expression, followed by an equality operator (=) or an inequality operator (<, >, <=, >=), followed by a second expression:
expression operator expression ;
The operator can be =, <, >, <= , or >=.
Restriction expressions can be composed of parameters; multiplication (), summation (), and subtraction () operators; and constants. Parameters named in restriction expressions must be among the parameters estimated by the model. Parameters associated with a regressor variable are referred to by the name of the corresponding regressor variable. The restriction expressions must be a linear function of the parameters.
Lagrange multipliers are reported for all the active linear constraints. In the displayed output, the Lagrange multiplier
estimates are identified with the names Restrict1
, Restrict2
, and so on. The probability of the Lagrange multipliers is computed using a beta distribution (LaMotte, 1994).
The following are examples of using the RESTRICT statement:
proc mdc data=one; model y = x1-x10 / type=clogit choice=(mode 1 2 3); id pid; restrict x1*2 <= x2 + x3, ; run;
proc mdc data=newdata; model decision = ttime / type=mprobit nchoice=3 unitvariance=(1 2) covest=hess; id pid; restrict RHO_31 = 0, STD_3<=1; run;