Ordered Logit with Endogeneity

buder — Wed, 12 Apr 2017 23:00:18 GMT

Running PROC QLIM for a model where the dependent variable is a continous variable between 0 and 100 - thus the need for an ordered logit.

However, one independent variable is endogenous. Looking at the PROC QLIM procedure manual, I utilized the following code:

PROC QLIM DATA = A;

MODEL Y = X1 X2 X3 X4;

MODEL X4 = X1 X2 X3 Z1;

RUN;

Two questions:

1) Is that the correct code to use?

2) How does one interpret the coefficients? In the results tab, I get that the endogenous variables are "y and x4" - shouldn't it just be x4? Also, for the parameters it will have y_intercept, y_x1, y_x2....and x4_intercept, x4_x1, etc.

Re: Ordered Logit with Endogeneity

Ksharp — Thu, 13 Apr 2017 12:38:29 GMT

plz post it at Forecast forum .

topic Re: Ordered Logit with Endogeneity in Statistical Procedures

Ordered Logit with Endogeneity

Re: Ordered Logit with Endogeneity