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re:st: ivreg, ivreg2 and select variables that have to be dropped
From
Fabien Bertho <[email protected]>
To
[email protected]
Subject
re:st: ivreg, ivreg2 and select variables that have to be dropped
Date
Thu, 13 Jan 2011 15:24:10 +0100 (CET)
Thank you very much for your help and your advices !
Best,
Fabien
> ----------------------------------------
> From: Christopher Baum <[email protected]>
> Sent: Thu Jan 13 13:30:01 CET 2011
> To: <[email protected]>
> Subject: re:st: ivreg, ivreg2 and select variables that have to be dropped
>
>
> <>
> 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?
>
>
> Use _rmcoll on your regressor list to see where collinearities appear. Take those variables out of your regressor list. Then use the pruned regressor list in ivreg2.
>
> Justina suggests using b. to define a base level for categorical variables, but Fabien indicated he was using Stata 10. Not available there.
>
> 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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