The SAS 9.1 documentation for PROC QLIM indicates that the MILLS option on the OUTPUT statement will output estimates of the inverse Mills ratio of continuous endogenous variables in the OUT= data set. This is not correct.

In SAS 9.1, the inverse Mills ratio is only produced for continuous endogenous variables with truncation or censoring. PROC QLIM should output the inverse Mills ratio for continuous endogenous variables with censoring or truncation or for the selection variable in selection models or for binary discrete endogenous variables.