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st: dropped constraints with testparm: what's the pattern?
I am doing some joint tests on coefficients of highly correlated variables (like x x^2 x^3 x^4 etc.) with testparm. The output of testparm tells me that some constraints are dropped. I understand (right?) this is done to get a nonsingular matrix. Yet, what I would like to know is what the pattern or structure is with which Stata decides which constraints to drop?
Any insights would be appreciated.
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