Dear friends,
I am running some ordinary least regression now. There are more than 50 explainary variables in my model. Most of them are dummy variables. The Stata will automatically drop the variables randomly if the variable cause colinearity. However, I want to keep some important variables in my regression and drop only those dummy variables when the important variable and dummy variable cause colinearity. How can I program to do this?
Thanks a lot!
Warm regards,
Maoyong Fan
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