How to calculate inverse mills ratio for non linear model

r4321 — Thu, 02 Nov 2017 19:16:44 GMT

Hello all,

I have used Stata in the past to create inverse mills ratios, but would like to use SAS this time around and need some help. Basically, I would like to create an inverse mills ratio for use in a second stage model that has a count variable for its DV. The second stage model uses panel data and will be estimated using negative binomial models. How do I create an inverse mills ratio in SAS for this type of analysis? The more specific code you can give me, the better really, as I am not a SAS expert.

Thank you in advance for your help.

Sincerely,

Re: How to calculate inverse mills ratio for non linear model

Reeza — Thu, 02 Nov 2017 20:00:17 GMT

Not sure if this applies, but it's a good reference anyways;

http://support.sas.com/kb/30/333.html#mills

topic How to calculate inverse mills ratio for non linear model in Statistical Procedures

How to calculate inverse mills ratio for non linear model

Re: How to calculate inverse mills ratio for non linear model