Instrumental variable analysis in SAS

greveam — Sat, 13 Jun 2020 12:43:32 GMT

Hi,

I am trying to use SAS to fit an instrumental variable analysis on a binary outcome. From what I could find online, this can be done using the 2SLS estimator in proc syslin?

The data are as follows: death (outcome, yes/no), gene (exposure, class variable), which regulates "normalized" (mediator, continuous variable). The value of "normalized" is also affected by cohort, female, trg_i, and crp_log. What I want to know is:

1. If "normalized" (as an instrumental variable) is a causal risk factor for death.

2. If there is evidence for bias when using "normalized" as an observational variable vs. as an instrumental variable (using the Durbin-Wu-Hausman test) on risk of death.

Here is my code:

proc syslin data=causalmed 2sls;
endogenous normalized;
instruments gene cohort female trg_i crp_log;
model normalized = gene cohort female trg_i crp_log;
model death = normalized cohort female trg_i crp_log;
run;

proc model data=causalmed;
endogenous normalized;
instruments gene;
death = pnormalized*normalized + interc;
fit death / ols 2sls hausman;
quit;

Is my code correct? Any help would be much appreciated. Thanks!

Re: Instrumental variable analysis in SAS

Ksharp — Sun, 14 Jun 2020 11:12:22 GMT

If I was right. PROC SYSLIN is under SAS/ETS , so post it at Forecasting Forum .

topic Instrumental variable analysis in SAS in Statistical Procedures

Instrumental variable analysis in SAS

Re: Instrumental variable analysis in SAS