Hello,
I have a lot of dummies in a dataset. I include them all during estimation,
but depending on the subsample that I do the estimation on, some are dropped
automatically due to multicollinarity. I would like to quickly test all
dummies that are included in the model, with a for loop over the included
dummies. But how do I get a varlist of the included dummies?
Example:
sysuse auto
dummieslab rep78
gen test=rep78_2
gen hp=0
replace hp=1 if price>9000
regress hp rep78_2 test
Now test is dropped. I would like to run a for loop over the left over
variables in the estimation.
Thank you in advance, best regards,
-Hendri.
----------------------------------------
Hendri Adriaens
Researcher CentERdata
Tilburg University
Room K638
Postal address: PO Box 90153, 5000 LE
Visiting address: Warandelaan 2, 5037 AB
Tilburg, The Netherlands
Tel.: +31-13-466 3263 / 8325
Fax.: +31-13-466 2764
E-mail: [email protected]
WWW: http://www.centerdata.nl
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