<UserControl  x:Class="someView">

<dg:DataGrid ItemsSource="{Binding ... >
      <dg:DataGrid.Columns>
             <dg:DataGridTextColumn Header="HeaderTitle" Visibility="{Binding Vis}" />
....
</dg:DataGrid>
<UserControl>

class someViewModel
{
        public System.Windows.Visibility Vis
        {
            get { return System.Windows.Visibility.Hidden; }
        }
}

xmlns:dg="clr-namespace:Microsoft.Windows.Controls;assembly=WpfToolkit"
...
 <dg:DataGrid ItemsSource="{Binding FirstEntityCollection}" 
                             SelectedItem="{Binding FirstEntitySelectedItem}"     
                                 AutoGenerateColumns="False">

                        <dg:DataGrid.Columns>

                            <dg:DataGridTextColumn Header="Наименование:" Binding="{Binding Title, Mode=OneWay}"  />
                            <dg:DataGridTextColumn Header="Лимит:" Binding="{Binding Limit}" Visibility="{Binding LimitColumnVisibility}" />

public class EntityLinkCollection : ObservableCollection<EntityLinkViewModel> 
    {

        public System.Windows.Visibility LimitColumnVisibility
        {
            get { return System.Windows.Visibility.Collapsed; }
        }
    }

public class MyDataContext
{

...
    public EntityLinkCollection FirstEntityCollection
        {
            get {
                return _firstEntityCollection;
            }
        }

}