02-24-2013 05:09 PM
I'm trying to apply Heckman Sample Selection model (Type II Tobit model) where the first equation is a profit model for whether buy a food item or not, and the second equation is a lognormal model for positive expenditure. I know that PROC QLIM procedure can be used for this purpose. But the thing is that I have an unbalanced panel data, which consists of over 50,000 households, each with the number of observation of 1 to 4 (i.e. the data is from 2004 to 2008).
Does any one know whether there is a 'state of art' codes in SAS that I can use? If not, what key words would help me to search for the relevant SAS codes for my problem? I've been struggling for days to come up with the 'right' key words to search for something useful. Any help would be greatly appreciated.