This raises questions on two levels.
First, in all candour, I don't subscribe at all to what you are doing
with -sw- here. As a good liberal, I don't approve of compulsory reading
except to say that no one should use stepwise without having read Frank
Harrell's book on Regression modelling strategies (Springer, NY, 2001).
However, you don't seek comments on that.
In terms of your code, note that your references to locals like `b_var1'
will all evaluate to empty unless you have defined them earlier. That's
not evident from what you say here.
A more general comment is that understanding what is right and wrong in
this code is difficult because it is not complete. Everything hinges on
_precisely_ what you did earlier and where you did it.
Nick
[email protected]
Thomas de Hoop
I am currently creating several datasets to be used later. I am running
65 stepwise regressions. Each variable is the dependent variable one
time. I want to create a dataset wherein the coefficients of each
variable are created as variables. Later I want to impute missing values
in my dataset for consumption. For my analysis I only want to use the
variables that have a significant effect in the stepwise regression
results. Later I will create dummy variables for the variables that have
a significant effect.
With help of these dummy variables I can later impute my missing values
with help of the significant variables in the stepwise regression ( if
dummy==1). This is not where my question is about but serves as
background info.
I have a problem with the post command to create my datasets:
I programmed my do file as follows:
forval i=1/65 {
postfile post`i' `dr`i'' using "C:\Documents and Settings\Thomas\Mijn
documenten\Radboud Universiteit
Nijmegen\Promotie\Data\Bolgatanga\Statafiles\post`i'", replace
sw, pr(.05): regress var`i' `dr`i''
local local (`b_var1') (`b_var2') (`b_var3') (`b_var4') (`b_var5')
(`b_var6') (`b_var7') (`b_var8') (`b_var9') (`b_var10') (`b_var11')
(`b_var12') (`b_var13') (`b_var14') (`b_var15') (`b_var16') (`b_var17')
(`b_var18') (`b_var19') (`b_var20') (`b_var21') (`b_var22') (`b_var23')
(`b_var24') (`b_var25') (`b_var26') (`b_var27') (`b_var28') (`b_var29')
(`b_var30') (`b_var31') (`b_var32') (`b_var33') (`b_var34') (`b_var35')
(`b_var36') (`b_var37') (`b_var38') (`b_var39') (`b_var40') (`b_var41')
(`b_var42') (`b_var43') (`b_var44') (`b_var45') (`b_var46') (`b_var47')
(`b_var48') (`b_var49') (`b_var50') (`b_var51') (`b_var52') (`b_var53')
(`b_var54') (`b_var55') (`b_var56') (`b_var57') (`b_var58') (`b_var59')
(`b_var60') (`b_var61') (`b_var62') (`b_var63') (`b_var64') (`b_var65')
foreach j of varlist `dr`i'' {
cap local b_`j'=_b[`j']
if _rc {
local b_`j'=.
}
post post`i' `local'
postclose post`i'
}
}
invalid syntax
post: above message corresponds to expression 1, variable var2
dr`i' are 65 locals consisting of different combinations of var1 till
var65 wherein the dependent variable is not in the local. I created the
local to create coefficient variables for all 65 regressions. The
foreach command serves to create missings for the variables that are not
included as significant variables in the stepwise regression. This
command comes from an earlier post in the statalist on
http://www.stata.com/statalist/archive/2005-03/msg00009.html.
The mistake is in post post`i' `local'.
It states the following: invalid syntax
post: above message corresponds to expression 1, variable var2
Can somebody please tell me what I did wrong in my commands.
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