censored least absolute deviations (CLAD) for tobit

[Nalin]

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!!

[Cynthia_sas]

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