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The COUNTREG Procedure

RESTRICT Statement

RESTRICT restriction1 [, restriction2 ...] ;

The RESTRICT statement is used to impose linear restrictions on the parameter estimates. You can specify any number of RESTRICT statements.

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

expression operator expression

The operator can be =, <, >, <=, or >=.

Restriction expressions can be composed of parameter names, constants, and the operators times (), plus (), and minus (). Parameter names are as shown in the ESTIMATE column of the “Parameter Estimates” table. The restriction expressions must be a linear function of the variables.

Lagrange multipliers are reported in the “Parameter Estimates” table for all the active linear constraints. They are identified with the names Restrict1, Restrict2, and so on. The probabilities of these Lagrange multipliers are computed using a beta distribution (LaMotte 1994). Nonactive, or nonbinding, restrictions have no effect on the estimation results and are not noted in the output.

The following RESTRICT statement constrains the negative binomial dispersion parameter, , to 1, which restricts the conditional variance to be :

restrict _Alpha = 1;
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