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Re: st: drop a variable due to collinearity


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: drop a variable due to collinearity
Date   Wed, 29 Mar 2006 20:32:13 +0100 (BST)

Claude: 

Look at http://www.stata.com/support/faqs/stat/drop.html , which states that "Which variable it
drops is somewhat random". You can make it less random by choosing yourself which dummie to drop.
Also in many regression context you can choose to include all dummies if you exclude the constant,
however this is not possible in -ologit-.

HTH,
Maarten

--- Claude Vautier <claude@vautier.org> wrote:
> 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?


-----------------------------------------
between 1/2/2006 and 31/3/2006 I will be
visiting the UCLA, during this time the
best way to reach me is by email

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


		
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