Tobit Analysis
/*--------------------------------------------------------------
SAS Sample Library
Name: qliex02.sas
Description: Example program from SAS/ETS User's Guide,
The QLIM Procedure
Title: Tobit Analysis
Product: SAS/ETS Software
Keys: limited dependent variables
PROC: QLIM
Notes:
--------------------------------------------------------------*/
title1 'Estimating a Tobit model';
data subset;
input Hours Yrs_Ed Yrs_Exp @@;
if Hours eq 0 then Lower=.;
else Lower=Hours;
datalines;
0 8 9 0 8 12 0 9 10 0 10 15 0 11 4 0 11 6
1000 12 1 1960 12 29 0 13 3 2100 13 36
3686 14 11 1920 14 38 0 15 14 1728 16 3
1568 16 19 1316 17 7 0 17 15
;
/*-- Tobit Model --*/
proc qlim data=subset;
model hours = yrs_ed yrs_exp;
endogenous hours ~ censored(lb=0);
run;