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st: drop a variable due to collinearity


From   Claude Vautier <claude@vautier.org>
To   statalist@hsphsun2.harvard.edu
Subject   st: drop a variable due to collinearity
Date   Wed, 29 Mar 2006 13:59:09 GMT

hi all
 
how does stata handle multiple dummy variables (if i do an ordered 
logit model, for exemple)? 
I have a categorical independent variable with let's say 4 possible 
outcomes: A,B,C,D. If i recode this variable into 4 dummies and incorporate 
all these 4 into a regression as 4 independent variables then of 
course stata will automatically drop a category (A,B,C or D) due 
to collinearity. My question now is, on which criteria does stata 
automatically drop this category or is the dropped variable chosed 
randomly by stata?
thanks and regards claude


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