Date: Mon, 7 Oct 1996 10:01:00 -0400
Reply-To: Jin Qian <Jin.Qian@MCI.COM>
Sender: "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>
From: Jin Qian <Jin.Qian@MCI.COM>
Subject: Re: regression w/ nonlinear constraints
Try PROC MODEL. It allows you to explicitly specify parameter
restrictions in almost any form.
COMSYS Technical Service, Inc.
-------- REPLY, Original message follows --------
Date: Sat, 5 Oct 96 07:53 EST
From: chris bratcher <email@example.com>
To: Multiple recipients of list SAS-L <SAS-L@vm.marist.edu>
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 model is:
Yi = A + B1*X1 + B2*X2 + B3*X3 + . . .
For some rather complicated reasons I need to constrain the parameters
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
University of Texas
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