The HPQLIM Procedure

The RESTRICT statement imposes linear restrictions on the parameter estimates. You can specify any number of RESTRICT statements, but the number of restrictions that are imposed is limited by the number of regressors.

Each restriction is written as an expression, followed by an equality operator (=) or an inequality operator (<, >, <=, >=), followed by a second expression:

The operator can be =, <, >, <= , or >=. The operator and second expression are optional.

Restriction expressions can be composed of parameter names; multiplication (), addition (), and substitution () operators; and constants. Parameters that are named in restriction expressions must be among the parameters that are estimated by the model. Parameters that are associated with a regressor variable are referred to by the name of the corresponding regressor variable. The restriction expressions must be a linear function of the parameters.

The following statements illustrate the use of the RESTRICT statement:

   proc hpqlim data=one;
      model y = x1-x10 / censored(lb=0);
      restrict x1*2 <= x2 + x3;
   run;