General Question

[Aamir Khan]

Hi all, I have a question. Using xtdpdsys I get a note accompanying the output that says "ir dropped from div() because of collinearity". The variable ir is one of my primary explanatory variables. I am trying to understand this note. As best I can tell, STATA is telling me that the variable was dropped from the difference equation. But I'm not sure what the implications of this are. What exactly does that mean? Does it matter? And most importantly, does it affect the coefficient and significance test of the ir variable in the regression results? Thanks!

[William Lisowski]

You have not gotten any advice so far. It may be because your topic "General Question" is not particularly helpful to Statalist members trying to allocate their time wisely.

Please take a few moments to review the Statalist FAQ linked to from the top of the page, as well as from the Advice on Posting link on the page you used to create your post. Note especially sections 9-12 on how to best pose your question. It's particularly helpful to copy commands and output from your Stata Results window and paste them into your Statalist post using code delimiters [CODE] and [/CODE], and to use the dataex command to provide sample data, as described in section 12 of the FAQ.

Having read the FAQ, you could consider reposting with a better title, and by copying your command and its output (all of the output) from your Results window into your post.

The more you help others understand your problem, the more likely others are to be able to help you solve your problem.