The HPQLIM Procedure

ENDOGENOUS Statement

Subsections:

Discrete Variable Options
Censored Variable Options
Truncated Variable Options
Stochastic Frontier Variable Options

ENDOGENOUS variables $\sim$ options ;

The ENDOGENOUS statement specifies the type of dependent variables that appear on the left-hand side of the equation. The listed endogenous variables refer to the dependent variables that appear on the left-hand side of the equation. Currently, no right-hand-side endogeneity is handled in PROC HPQLIM. All variables that appear on the right-hand side of the equation are treated as exogenous.

Discrete Variable Options

DISCRETE <(discrete-options )>

specifies that the endogenous variables in this statement be discrete. You can specify the following discrete-options:

DISTRIBUTION=distribution-type DIST=distribution-type D=distribution-type

specifies the cumulative distribution function that is used to model the response probabilities. You can specify the following distribution-types:

LOGISTIC: specifies the logistic distribution for the logit model.
NORMAL: specifies the normal distribution for the probit model.

By default, DISTRIBUTION=NORMAL.

ORDER=DATA | FORMATTED | FREQ | INTERNAL

specifies the sort order for the levels of the discrete variables that are specified in the ENDOGENOUS statement. This ordering determines which parameters in the model correspond to each level in the data. You can specify the following sort orders:

DATA: sorts levels by order of appearance in the input data set.
FORMATTED: sorts levels by formatted value. The sort order is machine-dependent.
FREQ: sorts levels by descending frequency count; levels that have the most observations come first in the order.
INTERNAL: sorts levels by unformatted value. The sort order is machine-dependent.

By default, ORDER=FORMATTED. For more information about sort order, see the chapter on the SORT procedure in the Base SAS Procedures Guide.

Censored Variable Options

CENSORED (censored-options )

specifies that the endogenous variables in this statement be censored. You can specify the following censored-options:

LB=value |variable LOWERBOUND=value |variable: specifies the lower bound of the censored variables. If value is missing or the value in variable is missing, no lower bound is set. By default, no lower bound is set.
UB=value |variable UPPERBOUND=value |variable: specifies the upper bound of the censored variables. If value is missing or the value in variable is missing, no upper bound is set. By default, no upper bound is set.

Truncated Variable Options

TRUNCATED (truncated-options )

You can specify the following truncated-options:

LB=value |variable LOWERBOUND=value |variable: specifies the lower bound of the truncated variables. If value is missing or the value in variable is missing, no lower bound is set. By default, no lower bound is set.
UB=value |variable UPPERBOUND=value |variable: specifies the upper bound of the truncated variables. If value is missing or the value in variable is missing, no upper bound is set. By default, no upper bound is set.

Stochastic Frontier Variable Options

FRONTIER <(frontier-options )>

You can specify the following frontier-options:

TYPE=HALF |EXPONENTIAL |TRUNCATED

specifies the model type.

HALF: specifies half-normal model.
EXPONENTIAL: specifies exponential model.
TRUNCATED: specifies truncated normal model.

PRODUCTION

specifies that the estimated model be a production function.

COST

specifies that the estimated model be a cost function.

If neither PRODUCTION nor COST is specified, a production function is estimated by default.