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st: collin


From   Aggie Chidlow <[email protected]>
To   [email protected]
Subject   st: collin
Date   Thu, 10 Mar 2011 13:30:51 +0000

Dear Stata users,

I was appreciate some help regarding "collin"

I just got a paper back from a reviewer and he/she wants me to include
all my year dummies (i.e. y98 y99 y00 y01 y02 y03) in the following
model: probit  y x1 x2 x3 lnx4  x5 y98 y99 y00 y01 y02

Previusly in the model I only included two year dummies (i.e y99 and
y01) as the others we omitted automatically due to collinearity.
I mentioned that in the paper, however, he/she says it is
unsatisfactory and I should include them all and than comment on VIF.

Please, can somebody tell me how I can go about this?
Any advise and/or references will be more than appreciated.

Many thanks in advance.
Aggie
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