Hello,
I'm new to SAS, and have a quick question. I would like to fit a Heckman selection correction model with a large number of parameters (3000+). I know that SAS works well on large datasets (I have 1.5 million observations), but I'm not sure how it does with large numbers of parameters. Can you help me with this question? Also, where would I have been able to look up the answer to this simple question on the SAS website? Thanks.
Mark