|Date: ||Mon, 4 Jun 2001 11:10:01 -0700|
|Reply-To: ||Paul von Hippel -- Ohio State <pvh@CCRMA.STANFORD.EDU>|
|Sender: ||"SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>|
|From: ||Paul von Hippel -- Ohio State <pvh@CCRMA.STANFORD.EDU>|
|Subject: ||Re: constraining logistic slopes|
|Content-Type: ||TEXT/PLAIN; charset=US-ASCII|
To state my question more generally, I would like to constrain the
parameters of a logistic regression model. As far as I can tell,
the only parameter constraint available in SAS is suppression of
the intercept. If other types of constraint are available, I'd be
grateful for a reference to pertinent documentation.
Paul von Hippel
P.S. Below I clarify two details from my original posting.
On 4 Jun 2001, Seymour Douglas wrote:
>Am I reading you right, you want to constrain the coefficient
>to be zero if i isgreather than or equal 2.
Let me clarify. When I say
b_i >= 0 for all i >= 2
I mean that the coefficient is *non-negative* if i is at least 2.
>Is I a variable value?
i is a subscript on the coefficient and variable names.
In my original statement of the model, i=0,1,2,...,k, as follows.
log odds (Y) = b_0 + b_1*X_1 + b_2*X_2 + ... + b_k*X_k