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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
>
>
> *
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