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incorporate constraints to regression parameters

Troubleshooting


Problem

Sometimes I wish to impose constraints on the coefficients in linear or nonlinear regression. For example, here is the syntax for a nonlinear regression analysis. Y is the dependent variable and SCORE is the predictor. * NonLinear Regression. MODEL PROGRAM a=1 b=0 c=.2 . COMPUTE PRED_ = c + (1 - c)/(1 + EXP(-1.7*a*(score-b))). NLR y /PRED PRED_ /CRITERIA SSCONVERGENCE 1E-8 PCON 1E-8 . Suppose that I want to constrain the estimate of the c parameter to be positive, i.e. >0. Is there a way to do this in SPSS/PASW Statistics?

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Historical Number

38825

Document Information

More support for:
IBM SPSS Statistics

Software version:
Not Applicable

Document number:
417681

Modified date:
16 April 2020

UID

swg21476110

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