Constraint

[Jhno]

Hi,
I use the penalty methods to enfoce constraints in my model.
The model gives good results when it is of a specific size.
I change the size of the model to see the impact on the response.
The response changes alot and become irrelevant as I increase the size.
Changing the dimension does imply adding more constraint. I thought maybe this difference had something to do with the penalty constraints handler coefficients?
Two question then :
1-Does adding more constraint to the model could impact on the choice of coefficient I need to make to have reliable results?
2-If yes, would I try to increase the value of the coeff. or reduces it, since am mostly going trial and error here to define good value (my first thought was to reduce it to smoothes the constraint?).

Thanks!

[fmk]

what sort of model? how does the period change as model changes??