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Re: st: how does regress picks which vars to drop if N<X?
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
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
On 3/12/07, Tom Boonen <email@example.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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