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hi Anthony,
Look at RESTRICT statement in PROC REG; It allows you to specify
linear constraints on your model
parameters; I do not think it allows inequality statements, but it
does allow specific values;
If RESTRICT does not help, look at PROC MODEL in SAS/ETS, which has
"bounds" statement; Using this you can certainly specify inequalities;
But do tell us more about your model; Restricting parameters might not
give you a very good model, so you might want to explore alternatives;
From what you stated, looks like your inputs will always be positive;
Is that the only reason why you want model parameters to be
positive?..
Thanks,
Shankar
On Apr 17, 2:57 am, Pact.Capacity.Managem...@UK.FUJITSU.COM (Anthony
Steel) wrote:
> Good-day all,
> I was hoping someone may have a solution to a minor modelling issue we
> are encountering.
>
> Our aim is to produce "best-fit" analysis of response-variables against
> multiple regressors (for which PROC REG is currently used), but as we are
> dealing with sets of real positive numbers (>=0) we wish to restrict the
> range of possible parameter value outputs to also be in the same range
> (i.e. >=0).
>
> So in summary is there anyway of ensuring the multivariate linear
> regression analysis provides the "best-fit" that can be achieved with the
> calculated paramaters being greater than or equal to zero?
>
> Regards, and thanks in advance,
> Anthony Steel.
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