On 1/24/09, Carissa Moffat Miller <[email protected]> wrote:
> 1. Below is my output, note _IAgeCat7_7 dropped due to collinearity. This is the category for anyone under 55 so it shouldn't have been in the model, but does this message indicate another problem?
This variable does not change within your population, so there is no
way to estimate its coefficient. Moreover, since it is exactly zero,
Stata has quite an easy time figuring out it needs to be dropped,
since it is the clear culprit of making X'X matrix non-invertible. If
there are no messages like "not concave" during optimization, then you
are totally fine.
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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