04-12-2017 07:00 PM
Running PROC QLIM for a model where the dependent variable is a continous variable between 0 and 100 - thus the need for an ordered logit.
However, one independent variable is endogenous. Looking at the PROC QLIM procedure manual, I utilized the following code:
PROC QLIM DATA = A;
MODEL Y = X1 X2 X3 X4;
MODEL X4 = X1 X2 X3 Z1;
1) Is that the correct code to use?
2) How does one interpret the coefficients? In the results tab, I get that the endogenous variables are "y and x4" - shouldn't it just be x4? Also, for the parameters it will have y_intercept, y_x1, y_x2....and x4_intercept, x4_x1, etc.