1) you try looking at the saved matrices like e(b) and e(V) and get
their column names (local regressors : mat colnames e(b), if that does
not work, save e(b) to a temporary matrix first)
2) you should run your models as
cap noi logit whatever
local myrc = _rc
post topost (`myrc') (_b[]) ... (_b[]) // in generic form
if `myrc' {
continue, break
}
just in case there is extra work on the estimation results. Posting
_b[] should be safe, but you may consider posting missing values
instead.
3) of course you are aware of the detrimental consequences of multiple
testing and will be applying a Bonferroni correction or FDR (false
discovery rates) to your p-values.
On 3/11/06, Toby Andrew <[email protected]> wrote:
> Dear all,
>
> I have 2 questions related to saving summary stats from regression
> analyses:
>
> 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).
>
> 2) is there an "_rc" error message (or equivalent) i can record in
> the summary postfile results, if the model fails to converge?
>
> Thanks very much,
>
> Toby
>
> *
> * 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/
>
--
Stas Kolenikov
http://stas.kolenikov.name
*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
