st: comparing regression models

[Michael McCulloch <mm@pinest.org>]

Dear Statalist members,
In a Cox regression, I'm comparing the magnitude of influence of each 
predictor variable (a, b, c, and d) on the effect size, hazard ratio 
y. I will run successive iterations of the model, each with one 
variable dropped. So:

stcox y a b c d	/*model: full */
stcox y b c d	/*model: drop a */
stcox y a c d	/*model: drop b */
stcox y a b d	/*model: drop c */
stcox y a b c 	/*model: drop d */

I will then sort and plot the hazard ratios in ascending order.
My question:
Is there a way to store the HR & model name in an external dataset 
for plotting, or is it best to do this manually?

Thank you.



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