Usage Note 30812: Why do PROC QLIM and PROC LIFEREG give different standard errors on parameters when estimating the same tobit model?
Differences in standard error estimates between the two procedures are due to differences in the algorithms they use for covariance matrix estimation. Specifically, when inverting the Hessian matrix PROC QLIM uses a G4 inverse which satisfies all four Moore-Penrose conditions while PROC LIFEREG uses a G2 inverse which satisfies only two Moore-Penrose conditions.
Operating System and Release Information
| SAS System | SAS/ETS | IRIX | | |
| HP-UX IPF | | |
| AIX | | |
| HP-UX | | |
| ABI+ for Intel Architecture | | |
| 64-bit Enabled Solaris | | |
| 64-bit Enabled HP-UX | | |
| 64-bit Enabled AIX | | |
| Windows Vista | | |
| Windows Millennium Edition (Me) | | |
| WINDOWS/NTSV | | |
| Microsoft Windows XP Professional | | |
| Microsoft Windows Server 2003 Standard Edition | | |
| Microsoft Windows Server 2003 Enterprise Edition | | |
| Microsoft Windows Server 2003 Datacenter Edition | | |
| Microsoft Windows NT Workstation | | |
| Microsoft Windows 2000 Professional | | |
| Microsoft Windows 2000 Server | | |
| Microsoft Windows 2000 Datacenter Server | | |
| Microsoft Windows 2000 Advanced Server | | |
| Microsoft Windows 95/98 | | |
| Windows | | |
| OS/2 | | |
| Microsoft® Windows® for x64 | | |
| Microsoft Windows XP 64-bit Edition | | |
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | | |
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | | |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | | |
| OpenVMS VAX | | |
| z/OS | | |
| Linux | | |
| Linux on Itanium | | |
| OpenVMS Alpha | | |
| Solaris | | |
| Solaris for x64 | | |
| Tru64 UNIX | | |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
| Type: | Usage Note |
| Priority: | |
| Topic: | Analytics ==> Regression SAS Reference ==> Procedures ==> LIFEREG SAS Reference ==> Procedures ==> QLIM
|
| Date Modified: | 2008-01-10 17:28:45 |
| Date Created: | 2007-12-18 15:02:07 |