RESTRICT Statement

The AUTOREG Procedure

RESTRICT Statement

The AUTOREG procedure now supports a RESTRICT statement for constrained estimation.

RESTRICT equation , ... , equation ;

The RESTRICT statement places restrictions on the parameter estimates for covariates in the preceding MODEL statement. Any number of RESTRICT statements can follow a MODEL statement. Several restrictions can be specified in a single RESTRICT statement by separating the individual restrictions with commas.

Each restriction is written as a linear equation composed of constants and parameter names. Refer to model parameters by the name of the corresponding regressor variable. Each name used in the equation must be a regressor in the preceding MODEL statement. Use the keyword INTERCEPT to refer to the intercept parameter in the model.

The following is an example of a RESTRICT statement:


   model y = a b c d;
   restrict a+b=0, 2*d-c=0;

When restricting a linear combination of parameters to be 0, you can omit the equal sign. For example, the following RESTRICT statement is equivalent to the preceding example:


   restrict a+b, 2*d-c;

The following RESTRICT statement constrains the parameters estimates for three regressors (X1, X2, and X3) to be equal:


   restrict x1 = x2, x2 = x3;

The preceding restriction can be abbreviated as follows.


   restrict x1 = x2 = x3;

Only simple linear combinations of parameters can be specified in RESTRICT statement expressions; complex expressions involving parentheses, division, functions, or complex products are not allowed.

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