09-30-2011 11:59 AM
I want to use latent class approach to control for the heterogeneity in Tobit II model (sample selection model) in SAS. I suppose there is no standard package in SAS to do that, therefore, SAS/IML is necessary for the programming.
I am wondering whether anyone who can provide some hints or examples on how to used latent class approach to control for heterogeneity in Tobit model? or anyone who has an example of Tobit model estimation by using Maximum likelihood in SAS/IML (not the standard proc qlim)?
the most relevant material I found is the article " THE TOBIT MODEL: AN EXAMPLE OF MAXIMUM LIKELIHOOD ESTIMATION SAS/IML".
but the author didn't introduce latent class in Tobit model.
I really appreciate any example code, comments or thoughts here. thanks a lot in advance!