The QLIM Procedure
- Overview
-
Getting Started
-
Syntax
-
DetailsOrdinal Discrete Choice ModelingLimited Dependent Variable ModelsStochastic Frontier Production and Cost ModelsHeteroscedasticity and Box-Cox TransformationBivariate Limited Dependent Variable ModelingSelection ModelsMultivariate Limited Dependent ModelsVariable SelectionTests on ParametersEndogeneity and Instrumental VariablesBayesian AnalysisPrior DistributionsOutput to SAS Data SetOUTEST= Data SetNamingODS Table NamesODS Graphics
-
Examples
- References
The QLIM procedure is controlled by the following statements:
PROC QLIM
options ;
BAYES
<options> ;
BOUNDS
bound1 < , bound2 …> ;
BY
variables ;
CLASS
variables ;
FREQ
variable ;
ENDOGENOUS
variables ~ options ;
HETERO
dependent variables ~ exogenous variables / options ;
INIT
initvalue1 < , initvalue2 …> ;
MODEL
dependent variables = regressors / options ;
NLOPTIONS
options ;
OUTPUT
options ;
PRIOR
variables ~ distributions ;
RESTRICT
restriction1 < , restriction2 …> ;
TEST
options ;
WEIGHT
variable ;
At least one MODEL statement is required. If more than one MODEL statement is used, the QLIM procedure estimates a system of models. If a FREQ or WEIGHT statement is specified more than once, the variable specified in the first instance is used. Main effects and higher-order terms can be specified in the MODEL statement, as in the GLM procedure and PROBIT procedure in SAS/STAT. If a CLASS statement is used, it must precede the MODEL statement.