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Re: st: how does regress picks which vars to drop if N<X?


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: how does regress picks which vars to drop if N<X?
Date   Mon, 12 Mar 2007 16:44:22 -0500

Tom Boonen --
The problem is one of less than full rank, similar to a regression
including collinear RHS variables, so there is an infinite set of
possible solutions.
See
help _rmcoll, help _rmdcoll
for a related utility that handles collinear RHS variables,
and note you cannot see the source code for these or -regress-.
For more on Stata's approach, see
http://www.stata.com/statalist/archive/2005-03/msg00273.html

On 3/12/07, Tom Boonen <tom.boonen.maiden@gmail.com> wrote:
if i run regress with more covariates than observations, some
covariates will be dropped. How does Stata decide which variables are
dropped. I could not infer this from the source code.
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