Re: st: RE: detecting a dropped variable programatically

[Mark <statalist528h5q@feldmark.com>]

Thanks!  This is just what I wanted.  The other two solutions posted 
would work in other circumstances, but in this case, most of my 
regressions will not have dropped variables, and if one does, it is not 
something I can correct.  So this seems to be the lightest weight test 
possible.

Mark

David Harrison wrote:

> e(df_m) will tell you how many degrees of freedom your model has. If
> this is less than the number of predictors (the columns of e(b) minus 1)
> then something has been dropped.
>
> David
>
> -----Original Message-----
>
> I am writing a program that runs through potentially tens of thousands
> of regressions.  During this evaluation, I sometimes end up with
> collinear variables.  (Not really, but very nearly collinear, and so
> numerically stata ends up thinking they are.)  I know that I can look
> thru the e(V) matrix looking for a value of zero on the diagonal.  But
> doing this for every regression means another loop inside the main loop
> that may run tens of thousands of times.
>
> Does anyone know of a way to detect a dropped variable without a loop?
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