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st: re: getting a list of included variables in estimation


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: re: getting a list of included variables in estimation
Date   Tue, 31 Jul 2007 08:20:26 -0400

Maarten's point re _rmcoll is well taken, but that merely means you should clean up the regressor list before doing the regression:

local regressors mpg mpg2 turn turn2
_rmcoll `regressors'
regress price `r(varlist)'
local vv : colnames e(b)
local vv: subinstr local vv "_cons" " "
foreach v of local vv {
test `v'
}


Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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