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| Title | Stata 6: Removing collinear variables from a varlist | |
| Author | William Gould, StataCorp |
Assuming your Stata ado-files are up to date (type update query), type
. help _rmcoll
_rmcoll is documented in the manual, and it is the routine most Stata-written ado-files use to drop variables due to collinearity. _rmcoll’s syntax is
_rmcoll varlist [in range] [if exp] [weight] [, noconstant]
and _rmcoll returns in r(varlist) the names of the variables from varlist that form a noncollinear set. If any variables are collinear, a message is also displayed for each:
Note: __________ dropped due to collinearity
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