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st: ivreg, ivreg2 and select variables that have to be dropped


From   Fabien Bertho <[email protected]>
To   [email protected]
Subject   st: ivreg, ivreg2 and select variables that have to be dropped
Date   Thu, 13 Jan 2011 12:31:43 +0100 (CET)

I am sorry to disturb you again...

The ivreg estimation drops the following variables:

dummy_mode_3_add_2nd 
commodity_dum_1 
origin_dum_34 
origin_dum_39 
dest_dum_2

How I have to use "_rmcoll" in order to drop only the same variables in the ivreg2 estimation?

Many thanks.

Fabien



> ----------------------------------------
> From: Christopher Baum <[email protected]>
> Sent: Thu Jan 13 11:52:27 CET 2011
> To: <[email protected]>
> Subject: re: st: ivreg, ivreg2 and select variables that have to be dropped
> 
> 
> <>
> I am running instrumental variables estimations -- on Stata 10.
> 
> Surprisingly, with the same specification, results when I launch an ivreg are different of those when I launch an ivreg2!! I think it is because variables dropped in order to deal with collinearity are not the same in both estimations. What do you think?
> 
> Then, if I remember well a command allows to drop the same variables for both estimations -- or to select the variables that have to be dropped. However, I cannot find it. Could you help me please?
> 
> 
> 
> help _rmcoll  (underscore-rmcoll)
> 
> Kit
> 
> 
> 
> Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
>                               An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
>    An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html
> 
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
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> *   http://www.ats.ucla.edu/stat/stata/


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