I am modeling a Tobit model (Type 1) and need to know which procedure I can use for stepwise variable selection like in Proc Reg. Please provide the syntax.    Can I use the variables selected from Proc Reg stepwise method in Proc Qlim. Will the stepwise slection of variables from Proc Reg stay valid in Proc Qlim ? or because of different algorithms used in both Procs, my assumption is not valid. ... View more