Date:         Thu, 3 Oct 1996 21:29:05 GMT
Reply-To:     chris bratcher <bratcher@JEEVES.LA.UTEXAS.EDU>
Sender:       "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>
From:         chris bratcher <bratcher@JEEVES.LA.UTEXAS.EDU>
Organization: university of texas
Subject:      regression w/ nonlinear constraints

Any help would be appreciated.  I'm trying to estimate a variation of a
partial-adjustment model that contains nonlinear constraints on some of
the parameters.
 
The model is:
 
Yi = A  + B1*X1  + B2*X2 + B3*X3 + . . .
 
For some rather complicated reasons I need to constrain the parameters
as follows:
 
A/(1 - B1) = B2/B3
 
I've done a quick run-through of the SAS manuals and found some material
on linear constraints but nothing on NONLINEAR ones such as these.  Any
suggestions?
 
Thanks,
 
Chris Bratcher
University of Texas