(a) they are co-linear with one or more other independent variable(s);
(b) they are one of a set dummy variables, one of which has to be left out
    to serve as a comparison group; or
(c) they simply don't vary enough across observations to be variables!
Others, I'm sure, could give more precise, mathematical explanations as to
why variables are dropped from regressions; and, indeed, there may be
other good commonsense reasons. But these, to me, are the most common.
How do you report them? Simply tell the truth, accordingly!
CLIVE NICHOLAS        |t: 0(044)191 222 5969
Politics              |e: [email protected]
Newcastle University  |http://www.ncl.ac.uk/geps
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/