heckman sample selection and VIF

[ashkan faramarzi]

Hi,

I am using heckman in stata for below specification, I want to check multicollinearity and VIF, is there a way?


heckman psf ltd rmshi bed ada reca B2B msh fse revtg1 irevtvol ms mg1 id2-id55 yd2-yd18 , select(ld = roa2 fse sgaxa dltts id2-id55 yd2-yd18) twostep

[Phil Bromiley]

I suppose you could do the Heckman manually and then use the colinearity diagnostics available in regress. You can run into problems with standard errors when you do heckman manually, but that shouldn't hurt the VIF.