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st: RE: ivprob and collinearity


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: ivprob and collinearity
Date   Thu, 9 Sep 2004 11:07:14 +0100

I think this has been discussed previously on Statalist. 
I can't recall the outcome but you could try searching
the archives. 

Nick 
n.j.cox@durham.ac.uk 

Patricia Sourdin

> I have a query on the ivprob command.
> After having set trace on I discovered where I got the 
> conformability error 
> message - it is after the last line of this bit of program
> 
> 
> /* get lee model estimates */
> cap estimates drop lastpbt
> probit `depvar' `fitted' `exog'  if `touse'
> matrix tmp = get(_b)
> matrix beta=tmp[1,1..`nendog']
> matrix means=get(mns)
> matrix colnames means = `endog' `exog' _cons
> 
> The probit part of the command automatically excludes 
> collinear variables and 
> therefore the 'exog' list and the list of regressors are 
> different so that 
> when stata tries to assign column names - there are less 
> columns than names in 
> the varlist.
> 
> Presumably this problem will reoccur at later stages of the program.
> Can anyone suggest a simple way of amending this program to 
> deal with this 
> problem? My programming skills are not so great.

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