CSPATIALREG Procedure

When your MODEL includes a classification variable, you can impose restrictions on the parameters associated with each of the levels that are related to the classification variable as follows.

Suppose that your classification variable is named C and has three levels: 0, 1, and 2. Suppose that your model is the following:

  class C;
  model y = x1 x2 C;

Adding a classification variable as a regressor to your model introduces additional parameters to your model, each of which is associated with one of the levels of the classification variable. You can form the name of the parameter that is associated with a particular level of your classification variable by inserting the underscore character between the name of the classification variable and the value of the level. Thus, to restrict the parameter that is associated with level 0 of the classification variable C to always be greater than 0.7, you refer to the parameter as C_0 and provide the following statement:

  RESTRICT C_0 > 0.7;

When a regressor in your model involves an interaction between other regressors, you can impose restrictions on the parameters that are associated with the interaction as described in this section.

Suppose you have the following model:

  model y = x1 x2 x3*x4;

You can form the name of the parameter that is associated with the interaction regressor x3*x4 by replacing the multiplication sign with an underscore. Thus, x3_x4 refers to the parameter that is associated with the interaction regressor x3*x4.

You refer to interactions between regressors and CLASS variables in exactly the same way. Suppose you have a CLASS variable named C that has three levels (0, 1, and 2), and your model is the following:

  class C;
  model y = x1 x2 C*x3;

The interaction between the continuous variable x3 and the CLASS variable C introduces three additional parameters, which are named x3_C_0, x3_C_1, and x3_C_2. Note that, although the order of the terms in the interaction is C followed by x3, the name of the parameter that is associated with the interaction is formed by placing the name of the continuous variable x3 first, followed by an underscore, followed by the name of the CLASS variable C, then another underscore, and then the level value. Once again, depending on the parameterization that you specify in your CLASS statement, for each interaction in your model that involves a CLASS variable, one of the parameters that are associated with that interaction can be dropped from your model before optimization.

The name of a parameter that is associated with a nested interaction is formed in a slightly different way. Suppose you have a CLASS variable named C that has three levels (0, 1, and 2) and your model is the following:

  class C;
  model y = x1 x2 x3(C);

The nested interaction between the continuous variable x3 and the CLASS variable C introduces three additional parameters, which are named x3_C__0, x3_C__1, and x3_C__2. Note how the name in each case was formed from the name of the regressor by replacing the left and right parentheses with underscores and then appending another underscore, followed by the level value.

When the value of a level is a negative number, you must replace the minus sign with an underscore when you form the name of the parameter that is associated with that particular level of the classification variable. For example, suppose your classification variable is named D and has four levels: –1, 0, 1, and 2. Suppose that your model is the following:

  class D;
  model y = x1 x2 D;

To restrict the parameter that is associated with level –1 of the classification variable D to always be less than 0.4, you refer to the parameter as D__1 (note that there are two underscores in this parameter name: one to connect the name of the classification variable to its value and the other to replace the minus sign in the value itself) and provide the following statement:

  RESTRICT D__1 < 0.4;

Depending on the parameterization that you impose on your classification variable, one of the parameters that are associated with its levels might be dropped from your model before optimization in order to avoid collinearity. For example, when the default parameterization GLM is imposed, the parameter that is associated with the last level of your classification variable is dropped before optimization. If you attempt to impose a restriction on a dropped parameter by using the RESTRICT statement, PROC CSPATIALREG issues an error message in the log.

For example, suppose again that your classification variable is named C and has three levels: 0, 1, and 2. Suppose that your model is the following:

  class C;
  model y = x1 x2 C;

Because no additional options are specified in the CLASS statement, GLM parameterization is assumed. This means that the parameter named C_2 (which is the parameter associated with the last level of your classification variable) is dropped from your model before the optimizer is invoked. Therefore, you get an error if you attempt to restrict the C_2 parameter in any way by referring to it in a RESTRICT statement. For example, the following RESTRICT statement will generate an error:

  RESTRICT C_2 < 0.3;

For all models in PROC CSPATIALREG, one or more implicit parameters are added to your model before optimization. You can impose restrictions on these implicit parameters as follows.

If you have a linear model or an SLX model, the _sigma2 parameter is added to your model. For the SDM or SAR model, the _rho and _sigma2 parameters are added to your model. For the SEM or SDEM, the _lambda and _sigma2 parameters are added to your model.

Whenever your model type dictates the addition of one or more of these implicit parameters, you can impose restrictions on the implicit parameters by referring to them by name. For example, assuming that your model type implies the existence of the _rho parameter, you can restrict _rho to be greater than 0 as follows:

  RESTRICT _rho > 0.0;