I am running a two stage model using the following code. I'd like to check VIFs on the second stage of the model, but when I put in the command for VIFs, the model won't run. How do I get collinearity diagnostics for the model?
PROC QLIM DATA=XYZ heckit;
MODEL Firststage = Gini20162018 IC Days LogAge Economic LGPCGDP
/ discrete ;
output out=probitresults marginal mills prob xbeta;
MODEL DV = Gini20162018 IC Days Economic LGPCGDP
/ select(Firststage=1) ;
RUN;