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st: collinear excluded instruments


From   "Sarkar, Dipa" <ddatta@mail.smu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: collinear excluded instruments
Date   Sun, 6 May 2007 09:57:11 -0500

Hi,
Using ivreg2, stata9 automatically drops the excluded instruments first whenever they are collinear with the included instruments. Can anyone tell me how to do the reverse, that is, I want to retain the excluded instruments and drop the included instruments? I realize that the nocollin option stops searching for collinearities, but i want to include only the excluded instruments in the first stage and drop some of the included instruments from the first stage. Is there a way of doing it?
 
Thanks a lot.

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