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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,

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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.

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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?