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
[email protected]
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).
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