Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: collinear excluded instruments


From   "Sarkar, Dipa" <[email protected]>
To   <[email protected]>
Subject   st: collinear excluded instruments
Date   Sun, 6 May 2007 09:57:11 -0500

Hi,
Using ivreg2, stata9 automatically drops the excluded instruments first whenever they are collinear with the included instruments. Can anyone tell me how to do the reverse, that is, I want to retain the excluded instruments and drop the included instruments? I realize that the nocollin option stops searching for collinearities, but i want to include only the excluded instruments in the first stage and drop some of the included instruments from the first stage. Is there a way of doing it?
 
Thanks a lot.

*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index