censored least absolute deviations (CLAD) for tobit

Nalin — Sun, 02 Dec 2007 18:28:48 GMT

Hi...I need help!!

If somebody could guide or suggest, I would be grateful.

Does anybody know how to perform CLAD in SAS?
How to identify/check normality and heteroscedasticity in the classic tobit model?

Thanks!!

Re: censored least absolute deviations (CLAD) for tobit

Cynthia_sas — Sun, 02 Dec 2007 19:59:11 GMT

Hi:
Possibly you've posted this question in the wrong forum???

It looks like PROC QLIM (part of SAS/ETS) does what you want:
http://support.sas.com/rnd/app/papers/qlim.pdf

It says (see the last bullet):
The experimental QLIM procedure currently supports the following models:
linear regression model with heteroscedasticity
Box-Cox regression with heteroscedasticity
binary probit and logit with heteroscedasticity
ordinal probit and logit with heteroscedasticity
simple multinomial logit
conditional logit
tobit (censored and truncated) with heteroscedasticity

You might consider contacting SAS Technical Support for more help in this regard. To contact Tech Support, go to http://support.sas.com and in the left hand pane, click on the link entitled "Submit a Problem".

cynthia

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censored least absolute deviations (CLAD) for tobit

Re: censored least absolute deviations (CLAD) for tobit