Actually, I think that Martin has suggested a better solution.
- Bob
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2008.pdf
CV: http://homepages.nyu.edu/~ray1/vita.pdf
----- Original Message -----
From: Robert A Yaffee <[email protected]>
Date: Friday, February 6, 2009 2:06 am
Subject: Re: st: RE: which variables are in the model?
To: [email protected]
> Nick,
> Is there some way you can extract the column names from e(b) in the
> return list?
> - Bob
>
>
> Robert A. Yaffee, Ph.D.
> Research Professor
> Silver School of Social Work
> New York University
>
>
> Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2008.pdf
>
> CV: http://homepages.nyu.edu/~ray1/vita.pdf
>
> ----- Original Message -----
> From: Nick Cox <[email protected]>
> Date: Thursday, February 5, 2009 1:41 pm
> Subject: st: RE: which variables are in the model?
> To: [email protected]
>
>
> > Is Maarten Buis' -indeplist- from SSC what you seek?
> >
> > Nick
> > [email protected]
> >
> > Feiveson, Alan H. (JSC-SK311)
> >
> > I have been running a self-programmed bootstrap resampling scheme using
> > -bsample- with one of the xt-regression models. For each iteration of
> > the bootstrap, I had been blissfully saving the coefficient estimates
> > using e(b) which was supposed to have 11 components. Then I discovered
> > that for some iterations, some model terms were dropped for
> > collinearity, so for example, b[1,6] in one iteration may not refer
> to
> > the same model term as b[1,6] in another iteration! Furthermore, if
> a
> > current iteration had only 10 terms, then referring to b[1,11] does
> not
> > produce an error, since b[1,11] contains the estimate from the last
> > iteration in which all terms were used, etc. To do the correct
> > bookkeeping, I need to know exactly which of the original set of 11
> > model terms were retained after each estimation. My question is how
> to
> > know this? There doesn't appear to be anything in -ereturn- that gives
> > me this information. It is true that e(rank) tells me how many terms
> > were used, but it !
> > doesn't say which of the 11 terms were dropped (if any).
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
