Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Find a Community

- Home
- /
- SAS Programming
- /
- General Programming
- /
- Inverse mills ratio in SAS university edition

- RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

09-08-2015 12:55 PM

Hi,

I need to calculate inverse mills ratio in SAS university edition. I used proc qlim but it 's not supported. Is there any other way that I can calculate inverse mills ratio?

Thanks,

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to Tuberose

09-08-2015 01:31 PM

You just want to compute it? The inverse Mill's ratio is a ratio of PDFs and CDFs. You can use the PDF and CDF function in the DATA step or in SAS/IML to compute the quentity. For example, this article on the truncated normal distribution computes the PDF of the Truncated normal distribution, which requires a calculation that is similar to the inverse Mill's ratio.

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to Rick_SAS

09-08-2015 04:31 PM

Thank you,

Yes. I need to calculate inverse mills ratio for Heckman two step procedure.

In the first stage I am using a logistic model. Is there any exact formula I can use to calculate IMR from proc logistic?