I am trying to determine if there is possibility unmeasured bias in my model. I have a continuous dep variable and binary ind variable which is TREATED (0/1). I want to determine if I have unmeasured bias. I don't have proc qlim so I need to create an inverse Mills ratio and run it through a GLM.
I first create a PROBIT model and output the estimated probabilities (prob) of being treated.
Next, I calculate the Inverse Mills Ratio:
IMR = pdf('NORMAL', prob ) / cdf('NORMAL', prob ); /*inverse mills ratio*/
Then run my GLM:
proc glm data = weighted_PS;
class RHS;
model LHS = RHS IMR/ ss3 solution;
weight weights;
run;
Is this correct?