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st: _rmcoll query

From   Roger Newson <>
Subject   st: _rmcoll query
Date   Tue, 15 Feb 2005 21:24:32 +0000

Fellow Statalisters (especially StataCorp):

A query re -_rmcoll-. As I understand it, this is implemented at the executable level. (At any rate, I cannot find a -_rmcoll.ado- anywhere in my c:\Stata8\ados\ path of my Windows 2000 system.) It is therefore not immediately obvious exactly how it chooses which of a set of collinear variables to drop. However, I get the impression (by experimenting) that it builds a list of non-collinear variables iteratively by starting with an empty list and iterating along the -varlist- of candidates provided, from the first variable to the last in the given order, testing at each step whether the latest candidate is a linear combination of the existing non-collinear list, and adding the candidate to the list if it isn't. In "pidgin Stata", I get the impression that it works something like as follows:

local ncvarlist ""
foreach X of var `origvarlist' {
if islinearlydependent(`X' `ncvarlist') {
disp as text "Note: `X' dropped due to collinearity"
else {
local ncvarlist "`ncvarlist' `X'"

where -ncvarlist- is the list of non-collinear variables being assembled, -origvarlist- is the original variable list provided, and -islinearlydependent(varlist)- is a fantasy function returning 1 if the variables of -varlist- are linearly dependent and 0 otherwise. I get that impression because, if I include 2 variables with identical values in a list of X-variables, then it is the second one that is dropped, not the first.

Can I assume that, in general, this is how -_rmcoll- works? And, if not, then how does it work?

Best wishes (and thanks in advance)


Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
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