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st: detecting a dropped variable programatically

From   Mark <>
Subject   st: detecting a dropped variable programatically
Date   Fri, 19 May 2006 15:55:15 +0800

I am writing a program that runs through potentially tens of thousands of regressions. During this evaluation, I sometimes end up with collinear variables. (Not really, but very nearly collinear, and so numerically stata ends up thinking they are.) I know that I can look thru the e(V) matrix looking for a value of zero on the diagonal. But doing this for every regression means another loop inside the main loop that may run tens of thousands of times.

Does anyone know of a way to detect a dropped variable without a loop?

What would be nice is if the regression routine would return an indicator of a dropped variable. But I dont see this, nor any obvious way to find it based on the return values except for searching thru e(V). Any ideas appreciated.


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