topic QLIM Tests in SAS Forecasting and Econometrics

QLIM Tests

altijani — Mon, 10 Jul 2017 20:38:50 GMT

Greetings,

I am running proc QLIM and I am not sure how to test for the specifications issues raised by Greene (Fourth Edition, 2000) pages 912-919. These issues with the truncated data are as follows:

Heteroscedasticity
Misspecification If Prob(y*<0)
Non-normality
Conditional Moment tests

I am not sure how these are done in QLIM, and if I need to run a specific set of tests for these issues.

Thanks!

QLIM Tests

altijani — Mon, 10 Jul 2017 20:23:07 GMT

Greetings,

I am running proc QLIM and I am not sure how to test for the specifications issues raised by Greene (Fourth Edition, 2000) pages 912-919. These issues with the truncated data are as follows:

Heteroscedasticity
Misspecification If Prob(y*<0)
Non-normality
Conditional Moment tests

I am not sure how these are done in QLIM, and if I need to run a specific set of tests for these issues.

Thanks!

Re: QLIM Tests

RobPratt — Mon, 10 Jul 2017 20:36:32 GMT

PROC QLIM is part of SAS/ETS. Please post your question in the SAS Forecasting and Econometrics community instead.

Re: QLIM Tests

altijani — Mon, 10 Jul 2017 20:41:00 GMT

Thanks for letting me know. I posted it in there, but I dont know how to delete it from here. So far I am double posting it, because I dont find a way to delete this post.

Thanks,

Altijani

Re: QLIM Tests

Reeza — Mon, 10 Jul 2017 20:50:46 GMT

@altijani I've merged this into one post.

Re: QLIM Tests

altijani — Mon, 10 Jul 2017 23:18:36 GMT

Thank you Reeza