Censored Data Models in Proc ENTROPY
/*--------------------------------------------------------------
SAS Sample Library
Name: entex03.sas
Description: Example program from SAS/ETS User's Guide,
The ENTROPY Procedure
Title: Censored Data Models in Proc ENTROPY
Product: SAS/ETS Software
Keys: Generalized Maximum Entropy
PROC: ENTROPY
Notes:
--------------------------------------------------------------*/
data cens;
do t = 1 to 100;
x1 = 5 * ranuni(456);
x2 = 10 * ranuni(456);
y = 4.5*x1 + 2*x2 + 15 * rannor(456);
if( y<0 ) then y = 0;
output;
end;
run;
title "Censored Data Estimation";
proc entropy data = cens gme primal;
priors intercept -32 32
x1 -15 15
x2 -15 15;
model y = x1 x2 /
esupports = (-25 1 25);
run;
proc entropy data = cens gme primal;
priors intercept -32 32
x1 -15 15
x2 -15 15;
model y = x1 x2 /
esupports = (-25 1 25)
censored(lb = 0, esupports=(-15 1 15) );
run;
proc qlim data=cens;
model y = x1 x2;
endogenous y ~ censored(lb=0);
run;