topic Re: Proc QLIM in SAS Forecasting and Econometrics

Proc QLIM

FinDoc — Wed, 05 Jul 2017 04:28:47 GMT

How do you get measure of model significance for a Tobit model in SAS Studio? I used QLIM and get the printout you see attached with number of endogenous variables, the name of the endogenous variable, log likelihood, maximum absolute gradient, number of iterations, optimization method, AIC and Schwarz criterion.

The reviewer for the paper wants an F, R square, adjusted R square and the standard error of the regression. How do I get or compute these? Please help, this is the last thing needed for our second re-submission of the article.

Re: Proc QLIM

ShelleySessoms — Thu, 06 Jul 2017 14:30:18 GMT

Hi @FinDoc,

You may find this helpful: http://support.sas.com/kb/35/044.html.

As a best practice, it is good not to post the same question in multiple communities. It messes up the search functionality for the question. So, I ask you to please delete this same question that you posted in the SAS Studio community.

Best,

Shelley

Re: Proc QLIM

FinDoc — Tue, 11 Jul 2017 03:32:37 GMT

Never mind. I figured it out.

Re: Proc QLIM

altijani — Tue, 11 Jul 2017 12:43:16 GMT

Hi,

I have the same issue. Can you please let me know how did you figure it out?

Thanks

Re: Proc QLIM

FinDoc — Wed, 12 Jul 2017 03:42:39 GMT

Certainly. It's PROC QLIM; MODEL .....; TEST x1=0,x2=0...../all; Gives you Wald, Likelihood Ratio and LaGrange Multiplier test statistics and p-values.

Re: Proc QLIM

altijani — Wed, 12 Jul 2017 19:42:22 GMT

Many thanks.