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

[Rose Medeiros <rosem@cisunix.unh.edu>]

Toby,
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.
Best,
Rose

* -------- 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 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
>
> *
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--
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.

*
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*   http://www.ats.ucla.edu/stat/stata/