I asked Lee Wilkinson how this is done in SYSTAT.
Here is his reply.
-- Joe
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* Joe Ward
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-----Original Message-----
From: Wilkinson, Leland <[EMAIL PROTECTED]>
To: 'Joe Ward' <[EMAIL PROTECTED]>
Date: Thursday, June 08, 2000 9:34 AM
Subject: RE: Inequalities constrains on the coefficients
>The SYSTAT procedure NONLIN does the same with the LOSS option and FUNPAR.
>Could you perhaps post this to Ed-Stat in the same thread?
>Thanks,
>Lee
>
>-----Original Message-----
>From: Joe Ward [mailto:[EMAIL PROTECTED]]
>Sent: Tuesday, June 06, 2000 11:56 AM
>To: Wilkinson, Leland (SYSTAT
>Subject: Fw: Inequalities constrains on the coefficients
>
>
>Lee --
>
>Is this available in any version of SYSTAT?
>What about SYSTAT8-Student Version?
>
>-- Joe
>************************************************
=================================================
-----Original Message-----
From: Jonathan Fry <[EMAIL PROTECTED]>
To: [EMAIL PROTECTED] <[EMAIL PROTECTED]>
Date: Tuesday, June 06, 2000 11:05 AM
Subject: Re: Inequalities constrains on the coefficients
>Arie Beresteanu wrote:
>>
>> Hi,
>>
>> Estimation of linear (multivariate) regression with equality constrains
>> on the coefficients is a well known problem (at least for me). What
>> about if the constrains are inequalities? More specifically:
>>
>> Y=Xb+e
>> s.t.
>> Qb<=q
>>
>> where Q is a matrix and q is a vector. (for example Y=b0+b1*X1+b2*X2+e
>> s.t. b1+2*b2>=0 )
>>
>> How do I solve that? How do I test the constrain? Is there something on
>> MatLab/STATA/SAS for that?
>>
>> Thank you,
>> Arie.
>
>The SPSS procedure CNLR (constrained non-linear regression) handles this
>kind of problem directly, using a quadratic programming solver.
>
>Jonathan Fry
>SPSS Inc.
>
>
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