The HPCOUNTREG Procedure

RESTRICT Statement

  • RESTRICT restriction1 [, restriction2 …];

The RESTRICT statement imposes 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 (<, >, <=, >=) and then by a second expression, as follows:

  • expression operator expression

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

Restriction expressions can be composed of parameter names, constants, and the following operators: times ($*$), plus ($+$), and minus ($-$). Parameter names are as shown in the Effect column of the "Parameter Estimates" table. The restriction expressions must be a linear function of the variables.

Parameter names are as shown in the Parameter column of the "Parameter Estimates" table. Please refer to the section Parameter Naming Conventions for the RESTRICT, TEST, BOUNDS, and INIT Statements for more information on how parameters are named in the RESTRICT statement.

Lagrange multipliers are reported in the "Parameter Estimates" table for all the active linear constraints. They are identified by the names Restrict1, Restrict2, and so on. The probabilities of these Lagrange multipliers are computed using a beta distribution (LaMotte 1994). Nonactive (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 $\alpha $ to 1, which restricts the conditional variance to be $\mu + \mu ^2$: 

restrict _Alpha = 1;