topic Poisson Regression with Instrumental Variables in SAS Procedures https://communities.sas.com/t5/SAS-Procedures/Poisson-Regression-with-Instrumental-Variables/m-p/200164#M49980 <HTML><HEAD></HEAD><BODY><P><SPAN style="font-size: 13.3333330154419px;">Hello SAS community,</SPAN></P><P><SPAN style="font-size: 13.3333330154419px;"><BR /></SPAN></P><P><SPAN style="font-size: 13.3333330154419px;">My dependent variable is a positive integer that I am modeling with Poisson regression.&nbsp; I have two instrumental variables that I need to incorporate into my model as well. </SPAN><SPAN style="font-size: 10pt; line-height: 1.5em;">I am not sure how to proceed with this. I know that proc qlim allows for IV analysis but I have only seen examples using logistic regression.&nbsp; This procedure doesn't work for Poisson, correct?&nbsp; Do I need to use non-linear two stage least squares regression to incorporate these instruments?</SPAN></P><P></P><P><SPAN style="font-size: 10pt; line-height: 1.5em;">Thank you.</SPAN></P></BODY></HTML> Mon, 17 Aug 2015 06:44:21 GMT blackmetal 2015-08-17T06:44:21Z Poisson Regression with Instrumental Variables https://communities.sas.com/t5/SAS-Procedures/Poisson-Regression-with-Instrumental-Variables/m-p/200164#M49980 <HTML><HEAD></HEAD><BODY><P><SPAN style="font-size: 13.3333330154419px;">Hello SAS community,</SPAN></P><P><SPAN style="font-size: 13.3333330154419px;"><BR /></SPAN></P><P><SPAN style="font-size: 13.3333330154419px;">My dependent variable is a positive integer that I am modeling with Poisson regression.&nbsp; I have two instrumental variables that I need to incorporate into my model as well. </SPAN><SPAN style="font-size: 10pt; line-height: 1.5em;">I am not sure how to proceed with this. I know that proc qlim allows for IV analysis but I have only seen examples using logistic regression.&nbsp; This procedure doesn't work for Poisson, correct?&nbsp; Do I need to use non-linear two stage least squares regression to incorporate these instruments?</SPAN></P><P></P><P><SPAN style="font-size: 10pt; line-height: 1.5em;">Thank you.</SPAN></P></BODY></HTML> Mon, 17 Aug 2015 06:44:21 GMT https://communities.sas.com/t5/SAS-Procedures/Poisson-Regression-with-Instrumental-Variables/m-p/200164#M49980 blackmetal 2015-08-17T06:44:21Z Re: Poisson Regression with Instrumental Variables https://communities.sas.com/t5/SAS-Procedures/Poisson-Regression-with-Instrumental-Variables/m-p/200165#M49981 <HTML><HEAD></HEAD><BODY><P>Not a solution (but it could be with some work), but it appears that PROC MODEL will handle a Poisson distributed dependent variable, and implements a non-linear two stage LS regression to do so.&nbsp; QLIM looks to be restricted to qualitative responses of various sorts.</P><P></P><P>Steve Denham</P></BODY></HTML> Mon, 17 Aug 2015 13:00:10 GMT https://communities.sas.com/t5/SAS-Procedures/Poisson-Regression-with-Instrumental-Variables/m-p/200165#M49981 SteveDenham 2015-08-17T13:00:10Z