BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
altijani
Quartz | Level 8

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!

1 ACCEPTED SOLUTION

Accepted Solutions
Reeza
Super User

@altijani I've merged this into one post. 

View solution in original post

5 REPLIES 5
altijani
Quartz | Level 8

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!

 

RobPratt
SAS Super FREQ

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

altijani
Quartz | Level 8

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

 

Reeza
Super User

@altijani I've merged this into one post. 

altijani
Quartz | Level 8
Thank you Reeza

sas-innovate-2024.png

Available on demand!

Missed SAS Innovate Las Vegas? Watch all the action for free! View the keynotes, general sessions and 22 breakouts on demand.

 

Register now!

Multiple Linear Regression in SAS

Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 5 replies
  • 1086 views
  • 1 like
  • 3 in conversation