PROC QLIM: MODEL Statement :: SAS/ETS(R) 9.22 User's Guide

The QLIM Procedure

MODEL Statement

MODEL dependent = regressors < / options > ;

The MODEL statement specifies the dependent variable and independent regressor variables for the regression model.

The following options can be used in the MODEL statement after a slash (/).

LIMIT1=value: specifies the restriction of the threshold value of the first category when the ordinal probit or logit model is estimated. LIMIT1=ZERO is the default option. When LIMIT1=VARYING is specified, the threshold value is estimated.
NOINT: suppresses the intercept parameter.

Endogenous Variable Options

The endogenous variable options are the same as the options specified in the ENDOGENOUS statement. If an endogenous variable has an endogenous option specified in both the MODEL statement and the ENDOGENOUS statement, the option in the ENDOGENOUS statement is used.

BOXCOX Estimation Options

BOXCOX (option-list )

specifies options that are used for Box-Cox regression or regressor transformation. For example, the Box-Cox regression is specified as

   model y = x1 x2 / boxcox(y=lambda,x1 x2)

PROC QLIM estimates the following Box-Cox regression model:

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The option-list takes the form variable-list < = varname > separated by ’,’. The variable-list specifies that the list of variables have the same Box-Cox transformation; varname specifies the name of this Box-Cox coefficient. If varname is not specified, the coefficient is called _Lambdai, where i increments sequentially.

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