Inverse mills ratio in SAS university edition

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New Contributor
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Inverse mills ratio in SAS university edition

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,

SAS Super FREQ
Posts: 3,406

Re: Inverse mills ratio in SAS university edition

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.

New Contributor
Posts: 2

Re: Inverse mills ratio in SAS university edition

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?

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