Programming the statistical procedures from SAS

Ordered Logit with Endogeneity

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Occasional Contributor
Posts: 16

Ordered Logit with Endogeneity

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;

RUN; 

 

Two questions: 

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. 

 

 

Grand Advisor
Posts: 9,447

Re: Ordered Logit with Endogeneity

plz post it at Forecast forum .


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