--- Mark wrote:
>I am writing a program that runs through potentially tens of thousands
> of regressions. During this evaluation, I sometimes end up with
> collinear variables. I know that I can look thru the e(V) matrix looking
> for a value of zero on the diagonal. But doing this for every regression
> means another loop inside the main loop that may run tens of thousands
> of times.
>
> Does anyone know of a way to detect a dropped variable without a loop?
There is the matrix function -diag0cnt- that counts the number of 0s on the
diagonal.
HTH,
Maarten
-----------------------------------------
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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