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st: ivprob and collinearity


From   Patricia Sourdin <[email protected]>
To   [email protected]
Subject   st: ivprob and collinearity
Date   Thu, 9 Sep 2004 19:10:48 +0930

Hi Statalist
I have a query on the ivprob command.
After having set trace on I discovered where I got the conformability error 
message - it is after the last line of this bit of program


/* get lee model estimates */
cap estimates drop lastpbt
probit `depvar' `fitted' `exog'  if `touse'
matrix tmp = get(_b)
matrix beta=tmp[1,1..`nendog']
matrix means=get(mns)
matrix colnames means = `endog' `exog' _cons

The probit part of the command automatically excludes collinear variables and 
therefore the 'exog' list and the list of regressors are different so that 
when stata tries to assign column names - there are less columns than names in 
the varlist.

Presumably this problem will reoccur at later stages of the program.
Can anyone suggest a simple way of amending this program to deal with this 
problem? My programming skills are not so great.
Hope someone can help.
Patricia
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