This course illustrates how to fit Tobit models, truncated models, and sample selection models in the QLIM procedure. Tobit models are censored regression models that are used when the dependent variable has a limited distribution because of censoring. For example, a value of 100 for the dependent variable might mean 100 or less, but we do not know how much less. Tobit models and other limited dependent variable models are used in many fields such as biostatistics, insurance, finance, physical sciences, and econometrics.

Naucz się

• fit a Tobit model in the QLIM procedure
• fit a truncated distribution model in the QLIM procedure
• fit a sample selection model in the QLIM procedure.

Kto powinien uczestniczyć

Econometricians, business analysts, biostatisticians, and physical scientists, and social scientists

Dostępne formaty	Długość
e-szkolenie:	3.5 godziny/180 dzień licencja

Before attending this course, you should

• have experience creating SAS data sets and using Base SAS procedures. You can gain this experience by completing Programowanie w SAS część 1: podstawy
• have experience using the GLM and REG procedures in SAS/STAT software. You can gain this experience by completing Statystyka 1: wprowadzenie do analizy wariancji, regresji i regresji logistycznej.

Fitting Tobit Models

• introduction to Tobit models
• fitting Tobit models in PROC QLIM

Fitting Truncated and Sample Selection Models

• truncated distribution models
• sample selection models

Additional Resources

• fitting Tobit models in PROC LIFEREG
• References