## 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.

Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.