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st: collinear excluded instruments
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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