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Re: st: Flagging estimation errors in -ivreg2-

From   Maarten buis <>
Subject   Re: st: Flagging estimation errors in -ivreg2-
Date   Sun, 11 Feb 2007 20:16:40 +0000 (GMT)

--- "Michael S. Hanson" <> wrote:
> I have a do file that uses a lengthy set of nested loops to automate
> estimation of a large set of regressions using -ivreg2-, and  
> iteratively build up a summary report. 
> 	1. Some regressors are dropped to perfect collinearity.  (This  
> colinearity is not trivial, such as two identical regressors or a set
> of dummies reproducing the constant;  hence such regressions are very
> difficult to identify ex ante.)

-_rmcoll- may be a partial answer.

Hope this helps,

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

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Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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