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st: Re: st Variable dropped from regression: how to capture event?


From   "John P. Bigelow" <J.Bigelow@EconGroup.Com>
To   "Stata ListServe" <statalist@hsphsun2.harvard.edu>
Subject   st: Re: st Variable dropped from regression: how to capture event?
Date   Sun, 19 Nov 2006 13:52:38 -0500

- --- Friedrich Huebler <huebler@rocketmail.com> wrote:
> I am running a loop of regressions that should only be completed when 
> all variables are included. In case a variable is dropped I want to 
> skip the rest of the loop and continue with the next regression.
> The regression still runs, but with an incomplete set of variables.
> How can I check whether a variable was dropped? 

As an alternative to some of the suggestions that have been offered already,
you could test the variable list without even running the regression by
using the - _rmcoll - command. or - _rmdcoll - command.

Say you want to regress Y on X1 X2 X3, but only if the X variables are
non-collinear.
Before running the regression set up with

local depvar = "X1 X2 X3"

then run

_rmcoll `depvar'

_rmcoll will return in r(varlist) a list of non-collinear variables found in
`depvar'

If `r(varlist)' and `depvar' are the same go ahead and run

reg Y `depvar'

otherwise skip it.

John Bigelow

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