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Date:         Mon, 4 Jun 2001 14:27:28 -0400
Reply-To:     ahutson@BIOSTAT.UFL.EDU
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Alan Hutson <ahutson@BIOSTAT.UFL.EDU>
Organization: University of Florida
Subject:      Re: constraining logistic slopes
Comments: To: Paul von Hippel -- Ohio State <pvh@CCRMA.STANFORD.EDU>
Content-Type: text/plain; charset=us-ascii

Paul

If you don't mind doing a bit of programming you can in general carry out constrained maximum likelihood via PROC NLP without too much trouble. Logistic regression is just a specific case.

Best Alan

Paul von Hippel -- Ohio State wrote:

> To state my question more generally, I would like to constrain the > parameters of a logistic regression model. As far as I can tell, > the only parameter constraint available in SAS is suppression of > the intercept. If other types of constraint are available, I'd be > grateful for a reference to pertinent documentation. > > Many thanks, > Paul von Hippel > > P.S. Below I clarify two details from my original posting. > > On 4 Jun 2001, Seymour Douglas wrote: > > >Am I reading you right, you want to constrain the coefficient > >to be zero if i isgreather than or equal 2. > > Let me clarify. When I say > b_i >= 0 for all i >= 2 > I mean that the coefficient is *non-negative* if i is at least 2. > > >Is I a variable value? > > i is a subscript on the coefficient and variable names. > In my original statement of the model, i=0,1,2,...,k, as follows. > > log odds (Y) = b_0 + b_1*X_1 + b_2*X_2 + ... + b_k*X_k


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