- LINCON constraint <, constraint ...> ;
where
constraint represents one of the following:
number operator linear-term
linear-term operator number and
linear-term is
<
><coefficient
> parameter <<
><coefficient
> parameter ...>
The LINCON statement specifies a set of linear equality or inequality constraints of the following form:
The constraints must be separated by commas. Each linear constraint
in the statement consists of a linear combination
of a subset of the
parameters
and a constant value
separated by a comparison operator. Valid operators are
, <,
, >, and
or, equivalently, LE, LT, GE, GT, and EQ. PROC TCALIS cannot enforce the strict inequalities < or >. Note that the coefficients
in the linear combination must be constant numbers and must be followed by an asterisk and the name of a parameter (that is, listed in the PARMS, main, or subsidiary model specification statements). The following is an example of the LINCON statement that sets a linear constraint on parameters x1 and x2:
Although you can easily express boundary constraints in LINCON statements, for many applications it is much more convenient to specify both the BOUNDS and the LINCON statements in the same PROC TCALIS call.