The QLIM procedure analyzes univariate and multivariate limited dependent variable models where dependent variables take discrete values or dependent variables are observed only in a limited range of values. This procedure includes logit, probit, Tobit, and general simultaneous equations models. The QLIM procedure includes the following features:
linear regression with heteroscedasticity
probit models with heteroscedasticity
logit models with heteroscedasticity
Tobit models (censored and truncated) with heteroscedasticity
Box-Cox regression with heteroscedasticity
bivariate probit models
bivariate Tobit models
ordered logit and ordered probit models
sample selection models, including the Heckman model
multivariate limited dependent models
stochastic frontier models
random effects and random coefficients
Bayesian estimation and inference, including diagnostic plots
residual plots, predictive plots, marginal-effects plots, and so on