Saturday, March 11, 2006

Re: st: easy way to save regressor variable names?

Thank you Nick!

Nick Cox wrote:

>I want to comment on the code just posted. > >local cons "_cons" >matrix define B = get(_b) >local p : colfullnames e(b) >local n = "`s(after)'" >local r : list sizeof n >local clist = " " >forvalues j = 1/`r' { > scalar define c`j' = B[1,`j'] > if (c`j'~=0) { > local newpred : word `j' of `p' > local clist : list clist | newpred > } >} >local p_list : list clist - cons > >Note that evaluating when you only need >to copy is a source of bugs. (This is one of >the outputs of -njc-.) The result of > >local n = "`s(after)'" > >will be truncated to at most 80 characters >as a side-effect of the evaluation. > >Also, "`s(after)'" may include options, -if- >and -in- stuff, and indeed much else, so the number of >words in it may easily differ from the >number of columns in e(b). Leave it >well alone for this problem. > >More a matter of style: there is >some unnecessary copying and setting up here. >The code may be an extract from a longer >code chunk in which things are defined for >later use, but as far as what is visible >is concerned it can be slimmed down to > >mat B = e(b) >tokenize "`: colnames e(b)'" >local clist >forval j = 1/`= colsof(B)' { > if B[1, `j'] != 0 & "``j''" != "_cons" { > local clist `clist' ``j'' > } >} > >I wouldn't be surprised at a shorter way >of doing it. > >Nick >n.j.cox@durham.ac.uk > >Rose Medeiros > > > >>My answer to your first question will depend on the >>regression command >>used. (I say my answer, since someone else may have a better way of >>doing this.) After you run regress, if covariates are dropped for >>collinearity, they will appear in the coefficient vector >>(e(b)), but the >>coefficient value in the vector e(b) will be zero. For commands like >>logit, ologit, and mlogit, independent variables dropped for >>collinearity will not appear in the coefficient vector. So >>you have to >>accommodate the particular regression command used. Also note >>that the >>constant (_cons) will be in the coefficient vector, so you'll have to >>remove that as well. Below is some syntax that I've been using to do >>what you describe (the list of variables is returned as the >>local macro >>p_list), it appears to work, but I make no guarantees. >> >> > > > >>* -------- begin example when command is regress ----------- >>* run regress >>local cons "_cons" >>matrix define B = get(_b) >>local p : colfullnames e(b) >>local n = "`s(after)'" >>local r : list sizeof n >>local clist = " " >>forvalues j = 1/`r' { >> scalar define c`j' = B[1,`j'] >> if (c`j'~=0) { >> local newpred : word `j' of `p' >> local clist : list clist | newpred >> } >>} >>local p_list : list clist - cons >>*-------- end example when command is regress ----------- >> >>*-------- begin example when command is logit, ologit, or >>mlogit ----------- >>* run logit or mlogit >>local p : colnames e(b) >>local p_list : list p - cons >>*-------- end example when command is logit, ologit, or >>mlogit ----------- >> >> > >Toby Andrew > > > >>>1) Is there a generic way to access the list of variable >>> >>> >>names used >> >> >>>in a regression such as regress, mlogit & ologit? >>>The reason i ask is because i am performing many regressions by >>>looping over variables & the list of recorded variables i save >>>will differ from the *actual* list retained in the analysis >>> >>> >>if there >> >> >>>is collinearity (or i wish to use stepwise sw). >>> >>> > > >* >* For searches and help try: >* http://www.stata.com/support/faqs/res/findit.html >* http://www.stata.com/support/statalist/faq >* http://www.ats.ucla.edu/stat/stata/ > > >

-- Rose Anne Medeiros Department of Sociology / Family Research Laboratory University of New Hampshire 126 Horton Social Science Center 20 College Road Durham, NH 03824 U.S.A.

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


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