Re: st: Re: Using -simulate- with returned matrices from estimation commands

["Martin Weiss" <martin.weiss1@gmx.de>]

<>

Well, you probably want the col names of the matrix e(b), and a -program- 
can return those, but you are not getting me started on another round of our 
weekly discussion whether -stepwise- is a good command or idea. See 
http://www.stata.com/support/faqs/stat/stepwise.html


***
//drop the thing
capt prog drop sim

//program definition

   program define sim, rclass
       version 10.1
       drop _all
       sysuse auto
   generate weight2 = weight^2
   stepwise, pr(.1): regress mpg weight weight2 displ gear turn headroom 
foreign price, vce(boot)
        return local names : colnames e(b)
   end
***


HTH
Martin
_______________________
----- Original Message ----- 
From: "moleps islon" <moleps2@gmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, April 14, 2009 10:48 PM
Subject: Re: st: Re: Using -simulate- with returned matrices from estimation 
commands


> OK.. that was helpful. Didnt know the matrix automatically found its
> way into simulate.
>
> However, my objective here is to use stepwise,pr (0.1): regress x y z
> d f and to return the matrix for each run so that I in the end can see
> how often the variable was selected in the model and also see whether
> it had a pos or neg beta (Similar to Sauerbreis selection and
> stability procedure). So preferably I'd like -simulate- to return the
> final matrix for each run with its associated betas for each model.
>
>
> On Tue, Apr 14, 2009 at 10:09 PM, Martin Weiss <martin.weiss1@gmx.de> 
> wrote:
> > <>
> >
> > This certainly works, the betas are returned by default...
> >
> > ***
> > cap prog drop bootbeta
> >
> > sysuse auto, clear
> >
> > program bootbeta
> >
> > preserve
> > bsample
> > reg price weight rep for tr turn
> > restore
> >
> > end
> >
> > simulate, r(100):bootbeta
> > ***
> >
> > Although it makes you wonder why you do not use the -vce(boot)- option
> > directly...
> >
> >
> > HTH
> > Martin
> > _______________________
> > ----- Original Message ----- From: "moleps islon" <moleps2@gmail.com>
> > To: <statalist@hsphsun2.harvard.edu>
> > Sent: Tuesday, April 14, 2009 9:58 PM
> > Subject: st: Using -simulate- with returned matrices from estimation
> > commands
> >
> >
> > > I've been fiddling around searching for solutions to this but to no
> > > avail. Is this at all possible?
> > >
> > > E.g. program sketch
> > >
> > > program a
> > >
> > > preserve
> > > bsample
> > > e-command
> > >
> > > return beta-matrix
> > > restore
> > >
> > > end
> > >
> > > simulate beta-matrix,r(100):bootbeta
> > >
> > >
> > > Regards,
> > >
> > > Moleps
> > > *
> > > * 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/

*
*   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/