The HPQLIM Procedure

The BOUNDS statement imposes simple boundary constraints on the parameter estimates. BOUNDS statement constraints refer to the parameters that are estimated by the HPQLIM procedure. You can specify any number of BOUNDS statements.

Each bound is composed of parameters, constants, and inequality operators. Parameters that are associated with regressor variables are referred to by the names of the corresponding regressor variables. Specify each bound as follows:

Each item is a constant, the name of a parameter, or a list of parameter names. For more information about how parameters are named in the HPQLIM procedure, see the section Naming of Parameters. Each operator is <, >, <=, or >=.

You can use both the BOUNDS statement and the RESTRICT statement to impose boundary constraints; however, the BOUNDS statement provides a simpler syntax for specifying these types of constraints. For more information, see the section RESTRICT Statement.

The following BOUNDS statement constrains the estimates of the parameters that are associated with the variable ttime and the variables x1 through x10 to be between 0 and 1. The following example illustrates the use of parameter lists to specify boundary constraints.

   bounds 0 < ttime x1-x10 < 1;

The following BOUNDS statement constrains the estimates of the correlation (_RHO) and sigma (_SIGMA) in the bivariate model:

   bounds _rho >= 0, _sigma.y1 > 1, _sigma.y2 < 5;