*<PRE>;
Subject:      Estimating Tobit Model
From:         Zihua Lin <linzh@UCLINK4.BERKELEY.EDU>
Date:         1997/05/15
Newsgroups:   comp.soft-sys.sas

>Is there anybody who know how
>to estimate Tobit model by
>using mainframe SAS?


Hi,
Here I provide an example that I used SAS for modeling a Tobit analysis.
I already compared the results with Stata 4.0 and is O.K. You need to notice
LOWER which is not usual in many other regression analyses. Please check SAS
STAT
Lifereg procedure for details.

Good Luck


Zihua Lin


%MACRO MYTOBIT(DATASET=, DEPVAR=, MAIN=, COVARS=);

PROC LIFEREG DATA=NOMISS;
  MODEL (LOWER, &DEPVAR) = &COVARS &MAIN/D=NORMAL;
RUN;

%MEND MYTOBIT;

%mytobit(dataset=&dataset, depvar=&depvar, main=&main, covars=&covars);


*</PRE>;<!--'"</title></head>-->

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