The QLIM Procedure 
ENDOGENOUS Statement 
The ENDOGENOUS statement specifies the type of dependent variables that appear on the lefthand side of the equation. Endogenous variables listed refer to the dependent variables that appear on the lefthand side of the equation. Currently, no righthand side endogeneity is handled in PROC QLIM. All variables appearing on the righthand side of the equation are treated as exogenous.
specifies that the endogenous variables in this statement are discrete. Valid discreteoptions are as follows:
specifies the sorting order for the levels of the discrete variables specified in the ENDOGENOUS statement. This ordering determines which parameters in the model correspond to each level in the data. The following table shows how PROC QLIM interprets values of the ORDER= option.
Value of ORDER= 
Levels Sorted By 


DATA 
order of appearance in the input data set 

FORMATTED 
formatted value 

FREQ 
descending frequency count; levels with the 

most observations come first in the order 

INTERNAL 
unformatted value 
By default, ORDER=FORMATTED. For the values FORMATTED and INTERNAL, the sort order is machine dependent. For more information about sorting order, see the chapter on the SORT procedure in the Base SAS Procedures Guide.
specifies the cumulative distribution function used to model the response probabilities. Valid values for distributiontype are as follows:
the normal distribution for the probit model
the logistic distribution for the logit model
By default, DISTRIBUTION=NORMAL.
If a multivariate model is specified, logistic distribution is not allowed. Only normal distribution is supported.
specifies that the endogenous variables in this statement be censored. Valid censoredoptions are as follows:
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.
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.
specifies that the endogenous variables in this statement be truncated. Valid truncatedoptions are as follows:
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.
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.
specifies that the endogenous variable in this statement follow a production or cost frontier. Valid frontieroptions are as follows:
specifies halfnormal model.
specifies exponential model.
specifies truncated normal model.
specifies that the model estimated be a production function.
specifies that the model estimated be a cost function.
If neither PRODUCTION nor COST option is specified, production function is estimated by default.
specifies selection criteria for sample selection model. Selectoption specifies the condition for the endogenous variable to be selected. It is written as a variable name, followed by an equality operator (=) or an inequality operator (<, >, <=, >=), followed by a number:
variable operator number
The variable is the endogenous variable that the selection is based on. The operator can be =, <, >, <= , or >=. Multiple selectoptions can be combined with the logic operators: AND, OR. The following example illustrates the use of the SELECT option:
endogenous y1 ~ select(z=0); endogenous y2 ~ select(z=1 or z=2);
The SELECT option can be used together with the DISCRETE, CENSORED, or TRUNCATED option. For example:
endogenous y1 ~ select(z=0) discrete; endogenous y2 ~ select(z=1) censored (lb=0); endogenous y3 ~ select(z=1 or z=2) truncated (ub=10);
For more details about selection models with censoring or truncation, see the section Selection Models.
Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.