Hi,
Using ivreg2, stata9 automatically drops the excluded instruments first whenever they are collinear with the included instruments. Can anyone tell me how to do the reverse, that is, I want to retain the excluded instruments and drop the included instruments? I realize that the nocollin option stops searching for collinearities, but i want to include only the excluded instruments in the first stage and drop some of the included instruments from the first stage. Is there a way of doing it?
Thanks a lot.
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