BookmarkSubscribeRSS Feed
Spentike
Calcite | Level 5

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;

2 REPLIES 2
Ksharp
Super User
PROC QLIM is under SAS/ETS , Better post it at Forecasting Forum .
SteveDenham
Jade | Level 19

Since collinearity is a problem in the predictor variables (you don't need to know what the dependent variable is, mostly), a work around would be to use your second MODEL statement in PROC REG, with the VIF and COLLIN options in the MODEL statement.

 

SteveDenham

SAS Innovate 2025: Register Now

Registration is now open for SAS Innovate 2025 , our biggest and most exciting global event of the year! Join us in Orlando, FL, May 6-9.
Sign up by Dec. 31 to get the 2024 rate of just $495.
Register now!

Multiple Linear Regression in SAS

Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 2 replies
  • 762 views
  • 0 likes
  • 3 in conversation