I'm currently running a lot (77) of different time-series regressions, each of which use different financial indicators from a set of 28. I am trying to automate this process, but I'm encountering a lot of models which have some level of collinearity. The problem I then encounter is that the results tables only display the coefficients, returning . for all other statistics (std. error, t. P>|t| and the confidence interval). Is there a way to make these show? Furthermore, if there's no way to show these, how can I automatically drop the collinear variables without having to adjust each and every one seperately?
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