SAS/ETS(R) 9.2 User's Guide

The new QLIM procedure analyzes univariate and multivariate limited dependent variable models where dependent variables take discrete values or dependent variables are observed only in a limited range of values. This procedure includes logit, probit, tobit, selection, and multivariate models. The multivariate model can contain discrete choice and limited endogenous variables as well as continuous endogenous variables.

The QLIM procedure supports the following models:

• linear regression model with heteroscedasticity

• probit with heteroscedasticity

• logit with heteroscedasticity

• tobit (censored and truncated) with heteroscedasticity

• Box-Cox regression with heteroscedasticity

• bivariate probit

• bivariate tobit

• sample selection and switching regression models

• multivariate limited dependent variables