turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Find a Community

- Home
- /
- Analytics
- /
- Stat Procs
- /
- Predictions from Proc QLIM

Topic Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

10-12-2015 03:18 PM

My dependent variable contains positive integers truncated at 1. It is also quite skewed. The n is small with 48 observations. My first try was a multiplicative (log-log) model. Thinking I could improve on the Mean Squared Error, I tried quantile regression at the 25th percentile. This had the positive effect of reducing the MSE by 33% versus the OLS multiplicate model, but had the undesireable result of producing some negative predictions. So, I tried Proc QLIM specifying a truncated lower bound equal to 1, thinking that any predictions from this procedure would be constrained at the lower bound.

I was wrong. Proc QLIM produces negative predictions in spite of a lower bound at 1. This result is unexpected and surprising. The documentation doesn't address the issue.

What am I missing here?

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

10-12-2015 03:51 PM

Have you tried Poisson and negaiive binomial counts models (available with many procedures, such as COUNTREG)?

PG

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

10-12-2015 03:58 PM

I have not tried those but they are good suggestions which I will pursue. Regardless, I'm still curious about why QLIM is giving me negative predictions. Any insights?