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;
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