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Using SAS for Qualitative and Limited Dependent Variables

Using SAS for Qualitative and Limited Dependent Variables. LSU Economics Department May 4, 2012. Next Workshops: Fall 2012 Using Stata for Econometrics. Limited Dep Var : PROC QLIM. linear regression model with heteroskedasticity Box-Cox regression with heteroskedasticity

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Using SAS for Qualitative and Limited Dependent Variables

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  1. Using SAS for Qualitative and Limited Dependent Variables LSU Economics Department May 4, 2012

  2. Next Workshops: Fall 2012Using Stata for Econometrics

  3. Limited DepVar: PROC QLIM • linear regression model with heteroskedasticity • Box-Cox regression with heteroskedasticity • probit with heteroskedasticity • logit with heterokcedasticity • tobit (censored and truncated) with heteroskedasticity • bivariate probit • bivariate tobit • sample selection and switching regression models • multivariate limited dependent variables • stochastic frontier production and cost models

  4. Multinomial Choice: PROC MDC • Conditional Logit: Estimation and Prediction • Nested Logit Modeling • Multivariate Normal Utility Function • HEV and Multinomial Probit: Heteroscedastic Utility Function • Parameter Heterogeneity: Mixed Logit

  5. Count Data: PROC COUNTREG • Poisson regression • negative binomial regression with quadratic (NEGBIN2) and linear (NEGBIN1) variance functions (Cameron and Trivedi 1986) • zero-inflated Poisson (ZIP) model (Lambert 1992) • zero-inflated negative binomial (ZINB) model

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