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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

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