The POS snd NEG options in PROC HPFDIAGNOSE are for variable SELECTION only. They are not parameter RESTRICTION options.

When you run PROC HPFDIAGNOSE using the INPUT statement, possible option choices include:

  REQUIRED=YES | MAYBE |NO followed by the option (POS|NEG)

The (POS|NEG) options here are for tentative variable selection.

In PROC HPFDIAGNOSE, after variable selection is done, the model is fit with the selected variables. At this point, estimates are not restricted and variable parameters can assume any value.

As a result, model information saved in the PROC HPFDIAGNOSE OUTEST data set can have parameters values of any sign.

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