How does SAS calculate 'xbeta' output in proc logistic? I am using censored data and the Heckman Two-Step method to run a regression analysis, so here's the dilemma: Heckman Two-Step Method: 1. Regress binary censored variable (eq 1 if censored, 0 otherwise) on RHS variables. proc logistic data=all_data; model censored = RHS_variables / link=probit; output out=probit xbeta=xbeta stdxbeta=stdxbeta; run; 2. Regress dependent variables of interest on RHS variables and Inverse Mills Ratio of (-Xi(beta/sigma)) data probit; set probit; imr=pdf('NORMAL', xbeta)/cdf('NORMAL',xbeta); label imr='Inverse Mills Ratio'; run; proc reg data=probit; model dep_var=RHS_variables imr / acov; where censored=1; output out=heckman; run; quit; Essentially, is xbeta (calculated by SAS) equal to (-Xi(beta/sigma))? If so, then the above code is accurate. If not, then how do I calculate (-Xi(beta/sigma))? Thank you for your help,
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