In PLINK 1.9, use --list-duplicate-vars suppress-first , which lists the duplicates and removes one (first), leaving the other intact. I know this is slipping away.
Instead of using --exclude , as Davy suggested, you can also use --extract , preserving rather than disposing of the SNP list. This is an easy way for any Unix-based system (if your data is in the PED / MAP format and chromosome shortened):
for i in {1..22}; do cat yourfile_chr${i}.map | grep "$i" | cut -f -4 | uniq | cut -f -2 | keepers_chr${i}.txt; done
This will create a keepers_chr.txt file with SNP identifiers for SNP in unique places. Then run PLINK by downloading the source file and use --extract keepers_chr , with --make-bed --out unique_file
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