BookmarkSubscribeRSS Feed
blackmetal
Calcite | Level 5

Hello SAS community,


My dependent variable is a positive integer that I am modeling with Poisson regression.  I have two instrumental variables that I need to incorporate into my model as well. I am not sure how to proceed with this. I know that proc qlim allows for IV analysis but I have only seen examples using logistic regression.  This procedure doesn't work for Poisson, correct?  Do I need to use non-linear two stage least squares regression to incorporate these instruments?

Thank you.

1 REPLY 1
SteveDenham
Jade | Level 19

Not a solution (but it could be with some work), but it appears that PROC MODEL will handle a Poisson distributed dependent variable, and implements a non-linear two stage LS regression to do so.  QLIM looks to be restricted to qualitative responses of various sorts.

Steve Denham

sas-innovate-2024.png

📢

ANNOUNCEMENT

The early bird rate has been extended! Register by March 18 for just $695 - $100 off the standard rate.

 

Check out the agenda and get ready for a jam-packed event featuring workshops, super demos, breakout sessions, roundtables, inspiring keynotes and incredible networking events. 

 

Register now!

What is Bayesian Analysis?

Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.

Find more tutorials on the SAS Users YouTube channel.

Click image to register for webinarClick image to register for webinar

Classroom Training Available!

Select SAS Training centers are offering in-person courses. View upcoming courses for:

View all other training opportunities.

Discussion stats
  • 1 reply
  • 922 views
  • 0 likes
  • 2 in conversation