Maarten and I suggested the same solution....
Nick
[email protected]
Robert A Yaffee
Actually, I think that Martin has suggested a better solution.
Robert A Yaffee
> Is there some way you can extract the column names from e(b) in the
> return list?
Nick Cox
> > Is Maarten Buis' -indeplist- from SSC what you seek?
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).
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