Hi Roger,
-desmat- should add a few seconds to your calculations but two
minutes is way too much. One explanation might be that a continuous
variable wasn't specified as such, then -desmat- will create dummies
for all 100+ categories and estimation will take a long time. Let me
know if -desmat- really slows things down that much on a large
dataset, maybe it would be worthwhile to create a lite version.
As for exponential coefficients, use the -exp- option,
desmat: logistic y x, exp
will give the same results as
xi: logistic y i.x
-logistic- prints exponential coefficients but saves them as
loglinear values.
Good luck,
John Hendrickx
--- Roger Harbord <[email protected]> wrote:
What I was really after in the end was similar to the output of
e.g.
. xi: logistic y i.x
. reformat, eform
- but with the coefficients labelled using the value labels
assigned to x.
-desmat- does achieve this, but I had a couple of different
problems when I
tried -desmat-:
1) It takes over 2 minutes to run the first univariable logistic
regression
with -desmat- on my data , when -xi- is seemingly instant. May be
connected to the fact that my dataset has 1100 variables (and 2400
observations). Much quicker subsequently though, even run on
different
variables.
2) I can't see how to get -desmat- to exponentiate the coefficients
(to
give odds ratios with logistic regression) when used as a command
prefix:
. desmat: logistic y i.x
gives the same output as:
. desmat: logit y i.x
- and there's no -eform- option as there is with -outreg- and
-reformat-.
Also I think -reformat- or -outreg- give me more flexibility in
deciding
what I want in the output, so I don't need to do so much work on
the output
before I present it to my client, which is ultimately my aim.
In conclusion i'll probably use Nick's 'canned solution' for
transferring
value labels to variable labels of dummies, in combination with
-reformat-
or -outreg-. But maybe it would be nice if there was an option for
-xi- to
tell it to inherit the labels in this way. Put that on the wish
list for
Stata 8...
Roger.
----------------------------------------------------
Roger Harbord mailto:[email protected]
Department of Social Medicine, University of Bristol
--On 03 October 2002 09:33 +0100 Nick Cox <[email protected]>
wrote:
> John Hendrickx
>
>> -desmat- will do this. Try -ssc describe desmat-
>
> I tried -desmat- after my posting. I couldn't
> see that it did quite this.
>
> Example:
>
>
----------------------------------------------------------------------
> -------------------------------------
> log: C:\Stata7\desmat.log
> log type: text
> opened on: 3 Oct 2002, 09:30:21
>
> . u auto
> (1978 Automobile Data)
>
> . desmat : regress mpg foreign
>
----------------------------------------------------------------------
> ---------
> regress
>
----------------------------------------------------------------------
> ---------
> < snip >
>
----------------------------------------------------------------------
> ---------
> nr Effect
Coeff
> s.e.
>
----------------------------------------------------------------------
> ---------
> foreign
> 1 Foreign
4.946**
> 1.362
> 2 _cons
19.827**
> 0.743
>
----------------------------------------------------------------------
> ---------
> * p < .05
> ** p < .01
>
> . d _x_1
>
> storage display value
> variable name type format label variable label
>
----------------------------------------------------------------------
> ---------
> _x_1 byte %8.0g foreign==1
>
>
> . tab foreign
>
> Car type | Freq. Percent Cum.
> ------------+-----------------------------------
> Domestic | 52 70.27 70.27
> Foreign | 22 29.73 100.00
> ------------+-----------------------------------
> Total | 74 100.00
>
>
> That is, the variables created do not inherit value labels,
> which I understood be what Roger wanted.
>
> Nick
> [email protected]
>
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