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!