使用stata进行heckman两步法估计时，虚拟变量太多（1.7万个），报错。请问如何处理？报错信息如下：

no room to add more variables
    Up to 5,000 variables are currently allowed, although you could reset the maximum using set maxvar; see help
    memory.
r(900);

end of do-file

r(900);