Workshop 6

Using SAS for Qualitative and
Limited Dependent Variables
LSU Economics Department
May 4, 2012
Next Workshops: Fall 2012
Using Stata for Econometrics
Limited Dep Var: PROC QLIM
linear regression model with heteroskedasticity
Box-Cox regression with heteroskedasticity
probit with heteroskedasticity
logit with heterokcedasticity
tobit (censored and truncated) with heteroskedasticity
bivariate probit
bivariate tobit
sample selection and switching regression models
multivariate limited dependent variables
stochastic frontier production and cost models
Multinomial Choice: PROC MDC
Conditional Logit: Estimation and Prediction
Nested Logit Modeling
Multivariate Normal Utility Function
HEV and Multinomial Probit: Heteroscedastic
Utility Function
• Parameter Heterogeneity: Mixed Logit
• Poisson regression
• negative binomial regression with quadratic
(NEGBIN2) and linear (NEGBIN1) variance
functions (Cameron and Trivedi 1986)
• zero-inflated Poisson (ZIP) model (Lambert
• zero-inflated negative binomial (ZINB) model

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