Hi, I have a question about unexpected omitted variables.
When I run a regression with dummy variables, stata sometimes omits "two or more" variables.
Of course, stata may be trying to prevent the multicollinearity, but stata remove variables I do not want to omit occasionally (i.e. stata sometimes eliminates variables those have no problem I think)
So, my question is that is it fine to use the results omitting the unexpected variables? or I have to find other solution?
If using the result could be problematic, is there any solution for the problem?
Thank you for your time spending to read this question.
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