You could use -_rmcoll- before the regression command is issued to find the
collinear variables.
For example:
sysuse auto,clear
gen p2 = price
local vars "price weight trunk p2"
_rmcoll `vars'
local vars2 = r(varlist)
local dropped_var : list vars - vars2
disp "`dropped_var'"
reg mpg `vars2'
Scott
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Mark
> Sent: Friday, May 19, 2006 2:55 AM
> To: [email protected]
> Subject: st: detecting a dropped variable programatically
>
> I am writing a program that runs through potentially tens of thousands
> of regressions. During this evaluation, I sometimes end up with
> collinear variables. (Not really, but very nearly collinear, and so
> numerically stata ends up thinking they are.) 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?
>
> What would be nice is if the regression routine would return an
> indicator of a dropped variable. But I dont see this, nor any obvious
> way to find it based on the return values except for searching thru
> e(V). Any ideas appreciated.
>
> Thanks!
>
> Mark
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