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QLIM Tests

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QLIM Tests

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!


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‎07-10-2017 07:18 PM
Super User
Posts: 19,768

Re: QLIM Tests

@altijani I've merged this into one post. 

View solution in original post


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Contributor
Posts: 28

QLIM Tests

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!

 

SAS Employee
Posts: 476

Re: QLIM Tests

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

Contributor
Posts: 28

Re: QLIM Tests

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

 

Solution
‎07-10-2017 07:18 PM
Super User
Posts: 19,768

Re: QLIM Tests

@altijani I've merged this into one post. 

Contributor
Posts: 28

Re: QLIM Tests

Thank you Reeza
☑ This topic is solved.

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