Stata: Data Analysis and Statistical Software

Hi

in case your daummies are based on an underlying categorical variable, why not defining a base-category (using b.) ?

Justina
[email protected] schrieb: -----

An: [email protected]
Von: Fabien Bertho <[email protected]>
Gesendet von: [email protected]
Datum: 13.01.2011 12:31PM
Thema: st: ivreg, ivreg2 and select variables that have to be dropped

I am sorry to disturb you again...

The ivreg estimation drops the following variables:

dummy_mode_3_add_2nd
commodity_dum_1
origin_dum_34
origin_dum_39
dest_dum_2

How I have to use "_rmcoll" in order to drop only the same variables in the ivreg2 estimation?

Many thanks.

Fabien



> ----------------------------------------
> From: Christopher Baum <[email protected]>
> Sent: Thu Jan 13 11:52:27 CET 2011
> To: <[email protected]>
> Subject: re: st: ivreg, ivreg2 and select variables that have to be dropped
>
>
> <>
> I am running instrumental variables estimations -- on Stata 10.
>
> Surprisingly, with the same specification, results when I launch an ivreg are different of those when I launch an ivreg2!! I think it is because variables dropped in order to deal with collinearity are not the same in both estimations. What do you think?
>
> Then, if I remember well a command allows to drop the same variables for both estimations -- or to select the variables that have to be dropped. However, I cannot find it. Could you help me please?
>
>
>
> help _rmcoll  (underscore-rmcoll)
>
> Kit
>
>
>
> Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
>                               An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
>    An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/


--------------------------------------------------------------------------
Tous les courriers électroniques émis depuis la messagerie
de Sciences Po doivent respecter des conditions d'usages.
Pour les consulter rendez-vous sur
http://www.ressources-numeriques.sciences-po.fr/confidentialite_courriel.htm

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/