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| From | Fabien Bertho <fabien.bertho@sciences-po.org> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: ivreg, ivreg2 and select variables that have to be dropped |
| Date | Thu, 13 Jan 2011 12:31:43 +0100 (CET) |
I am sorry to disturb you again... The ivreg estimation drops the following variables: dummy_mode_3_add_2nd commodity_dum_1 origin_dum_34 origin_dum_39 dest_dum_2 How I have to use "_rmcoll" in order to drop only the same variables in the ivreg2 estimation? Many thanks. Fabien > ---------------------------------------- > From: Christopher Baum <kit.baum@bc.edu> > Sent: Thu Jan 13 11:52:27 CET 2011 > To: <statalist@hsphsun2.harvard.edu> > Subject: re: st: ivreg, ivreg2 and select variables that have to be dropped > > > <> > I am running instrumental variables estimations -- on Stata 10. > > Surprisingly, with the same specification, results when I launch an ivreg are different of those when I launch an ivreg2!! I think it is because variables dropped in order to deal with collinearity are not the same in both estimations. What do you think? > > Then, if I remember well a command allows to drop the same variables for both estimations -- or to select the variables that have to be dropped. However, I cannot find it. Could you help me please? > > > > help _rmcoll (underscore-rmcoll) > > Kit > > > > Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html > An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html > An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ -------------------------------------------------------------------------- Tous les courriers électroniques émis depuis la messagerie de Sciences Po doivent respecter des conditions d'usages. Pour les consulter rendez-vous sur http://www.ressources-numeriques.sciences-po.fr/confidentialite_courriel.htm * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/