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d6k5d3
Pyrite | Level 9

I have dependent variable Y which has both negative and positive values. I want to test the impact of some independent variables (Xs) on the magnitude of Y. Hence, I chose the Tobit model. I took the absolute value of Y (abs_Y), which is my new dependent variable for my Tobit regression. I wrote the following code:

 

proc qlim data= YYYZZZ;
model abs_Y= X1-X34; nloptions maxiter= 500;
endogenous abs_Y ~ censored (lb= 0);
run;

The output is what dumbfounded me.

 

1.JPG

 

2.JPGI need your advice as to what may have gone wrong and how to get rid of this. SAS also generated graphs for predicted abs_Y by regressors. I am also not sure how to interpret the graphs given I have the above estimates. Let me share the graphs here.

 

11.JPG

 

22.JPG

 

33.JPG

 

44.JPG

 

55.JPG

 

66.JPG

 

Much thanks for all your insights.

1 ACCEPTED SOLUTION

Accepted Solutions
d6k5d3
Pyrite | Level 9
Abs_Jump is nothing but abs_Y. I can make sure that representation of the variables in the coding is accurate.

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4 REPLIES 4
Reeza
Super User

Your output doesn't match your code. Why is the variable in the output named ABS_JUMP but your code shows ABS_Y?

 


@d6k5d3 wrote:

I have dependent variable Y which has both negative and positive values. I want to test the impact of some independent variables (Xs) on the magnitude of Y. Hence, I chose the Tobit model. I took the absolute value of Y (abs_Y), which is my new dependent variable for my Tobit regression. I wrote the following code:

 

proc qlim data= YYYZZZ;
model abs_Y= X1-X34; nloptions maxiter= 500;
endogenous abs_Y ~ censored (lb= 0);
run;

The output is what dumbfounded me.

 

1.JPG

 

2.JPGI need your advice as to what may have gone wrong and how to get rid of this. SAS also generated graphs for predicted abs_Y by regressors. I am also not sure how to interpret the graphs given I have the above estimates. Let me share the graphs here.

 

11.JPG

 

22.JPG

 

33.JPG

 

44.JPG

 

55.JPG

 

66.JPG

 

Much thanks for all your insights.


 

d6k5d3
Pyrite | Level 9
Oh! That's for just quick posting! The coding is same!
Reeza
Super User
I can only comment on what you show. Please show your actual code.
d6k5d3
Pyrite | Level 9
Abs_Jump is nothing but abs_Y. I can make sure that representation of the variables in the coding is accurate.

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