Introduction

Econometric Methods in Other SAS Software

Many econometric methods overlap statistical methodology used in other fields. In the SAS System, these methods are included in SAS/STAT software. General function optimization tools are included in SAS/OR software and in SAS/IML software.

The following features of SAS/STAT software complement SAS/ETS software for econometric analysis.

Qualitative Dependent Variables and Logistic Regression

Limited Dependent Variables, Censored Regression, and Tobit Models

Cox Proportional Hazards Model

Random Effects Models and the Analysis of Panel Data

Covariance Structure Analysis of Linear Structural Models

Principal Components

MLE for User-Defined Likelihood Functions

Kalman Filtering and Time Series Analysis in SAS/IML

Other Statistical Tools

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