topic Re: joint hypothesis testing in proc qlim in Statistical Procedures

joint hypothesis testing in proc qlim

bugmenot — Thu, 03 Mar 2011 01:24:42 GMT

I am using proc qlim to estimate a bivariate probit with sample selection. How can I do joint hypothesis testing? Anytime I use the test statement with proc qlim, I get the following error: "Statement is not valid or it is used out of proper order." Any help would be appreciated. Thanks!

Re: joint hypothesis testing in proc qlim

bugmenot — Tue, 15 Mar 2011 03:09:33 GMT

Anyone?

Re: joint hypothesis testing in proc qlim

SteveDenham — Tue, 15 Mar 2011 11:11:43 GMT

I have run into this as well, and it took some digging around in the ODS tables to get the variable names I needed. The model I ran into problems with used a CLASS statement, and the naming of the levels was not at all obvious. Is this potentially what is going on?

Do you have code/logs that you can share?

SteveDenham

Re: joint hypothesis testing in proc qlim

bugmenot — Sun, 20 Mar 2011 14:05:32 GMT

I contacted the SAS helpline. Turns out the test statement is not valid for PROC QLIM in SAS 9.1. I would have to upgrade to SAS 9.2 to do joint hypothesis testing in PROC QLIM.