QLIM Tests

[altijani]

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!

[altijani]

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]

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

[altijani]

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 · Accepted solution]

@altijani I've merged this into one post. 

[altijani]

Thank you Reeza