Bivariate Probit Analysis
/*--------------------------------------------------------------
SAS Sample Library
Name: qliex03.sas
Description: Example program from SAS/ETS User's Guide,
The QLIM Procedure
Title: Bivariate Probit Analysis
Product: SAS/ETS Software
Keys: limited dependent variables
PROC: QLIM
Notes:
--------------------------------------------------------------*/
data a;
keep y1 y2 x1 x2;
do i = 1 to 500;
x1 = rannor( 19283 );
x2 = rannor( 19283 );
u1 = rannor( 19283 );
u2 = rannor( 19283 );
y1l = 1 + 2 * x1 + 3 * x2 + u1;
y2l = 3 + 4 * x1 - 2 * x2 + u1*.2 + u2;
if ( y1l > 0 ) then y1 = 1;
else y1 = 0;
if ( y2l > 0 ) then y2 = 1;
else y2 = 0;
output;
end;
run;
/*-- Bivariate Probit --*/
proc qlim data=a method=qn;
init y1.x1 2.8, y1.x2 2.1, _rho .1;
model y1 = x1 x2;
model y2 = x1 x2;
endogenous y1 y2 ~ discrete;
run;