where constraint represents
- LINCON constraint < , constraint ... > ;
number operator linear-term or
linear-term operator number ,
and linear-term is
<<+|-><coefficient*> parameter... >
The LINCON statement
specifies a set of linear equality or inequality constraints of the
The constraints must be separated by commas. Each linear constraint
i in the
statement consists of a linear combination
of a subset of the n parameters xj, j = 1, ... ,n, and a
constant value bi separated by a comparison operator.
Valid operators are <=, <, >=, >, and = or, equivalently,
LE, LT, GE, GT, and EQ.
PROC CALIS cannot enforce the strict inequalities < or >.
Note that the coefficients aij in the linear combination must
be constant numbers and must be followed by an asterisk and the
name of a parameter (for example, listed in the PARMS, STD or COV statement).
The following is an example of the LINCON statement that sets a
linear constraint on parameters x1 and x2:
lincon x1 + 3 * x2 <= 1;
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 CALIS call.
The LINCON statement can contain only parameter
names, operators, and numerical constants. If you need to
compute the values of the coefficients aij or right-hand
sides bi, you can run a preliminary DATA step
and create a TYPE=EST data set containing _TYPE_='LE', _TYPE_='GE',
or _TYPE_='EQ' observations, then specify this data set as an INEST= or INVAR=
data set in a following PROC CALIS run.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.