st: Check collinearity

[Muyang Zhang <zmyfudan@gmail.com>]

Dear Statalists,

I am estimating a system of equations with two sets of dummies using
-sureg-. I have encountered the error:

redundant or inconsistent constraints
r(412);

which I believe could be caused by collinearity between dummies. I
have already dropped one dummy for each set, but due to the large
number of categories, there is still possibility of collinearity
within the sets of dummies. Is there any way to check collinearity
and, if it exists, get rid of some dummies to eliminate collinearity?

Best,

-- 
Zhang Muyang
China Center for Economic Research
Peking University
Beijing, 100871
China.
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