Turn on suggestions

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

Showing results for

- Home
- /
- Analytics
- /
- Stat Procs
- /
- Re: What is wrong with my Tobit regression?

Options

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

🔒 This topic is **solved** and **locked**.
Need further help from the community? Please
sign in and ask a **new** question.

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Posted 05-29-2019 06:15 PM
(1101 views)

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.

I 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.

Much thanks for all your insights.

1 ACCEPTED SOLUTION

Accepted Solutions

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Abs_Jump is nothing but abs_Y. I can make sure that representation of the variables in the coding is accurate.

4 REPLIES 4

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

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.

I 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.

Much thanks for all your insights.

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Oh! That's for just quick posting! The coding is same!

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

I can only comment on what you show. Please show your actual code.

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Are you ready for the spotlight? We're accepting content ideas for **SAS Innovate 2025** to be held May 6-9 in Orlando, FL. The call is **open **until September 25. Read more here about **why** you should contribute and **what is in it** for you!

What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.