Tobit Model Variable Selection

abhiadroit · Posted 01-02-2017 06:41 AM

I am modeling a Tobit model (Type 1) and need to know which procedure I can use for stepwise variable selection like in Proc Reg. Please provide the syntax.

Can I use the variables selected from Proc Reg stepwise method in Proc Qlim. Will the stepwise slection of variables from Proc Reg stay valid in Proc Qlim ? or because of different algorithms used in both Procs, my assumption is not valid.

mkeintz · Posted 01-02-2017 04:38 PM

The only question I dare answer here is the sas question: "which procedure I can use for stepwise variable selection like in Proc Reg", followed by a hopeful reference to PROC QLIM. QLIM does not appear to offer a stepwise option. I guess you could construct a set of TEST statements (with sets of coefficients set to zero), and then you can consider the contributions of each independent variable (or sets thereof).

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Tobit Model Variable Selection

Re: Tobit Model Variable Selection

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