Re: st: Adding regression variables one step at a time using a macro

[sara khan <sarakhanum84@googlemail.com>]

Dear Kit

Many thanks for your advice on the missing values.

Leaving aside the missing values, do you have any advice on how to add
additional variables one step at a time from a list of independent
variables using a loop:


list of indep vars x1 x2 x3 x4 x5

Model 1
reg y x1

Model 2 - add another var
reg y x1 x2

Model 3 - add another var
reg y x1 x2 x3





On Wed, Mar 10, 2010 at 5:23 PM, Christopher Baum <baum@bc.edu> wrote:
> <>
> Please could you advise me on how to write a macro so that I can add
> regression variables one step at a time for only non-missing cases. It
> is similar to a forward stepwise except that I want to choose which
> variables I add.
>
> At the moment, I am doing the following:
>
> Model 1
> reg y x1 if y<. & x1<.
>
>
> Model 2 - add another var
> reg y x1 x2 if y<. & x1<. &x2<.
>
>
> This is quite unnecessary. Regression, like any multivariate estimation procedure, practices casewise deletion: any missing
> value in y or any of the x's will cause that observation to be dropped. If you used the above commands without -if- you would get
> exactly the same results.
>
> If you want to retain the sample that has been used in estimation, and apply a different model that might not trigger the same
> pattern of missings:
>
> sysuse auto
> qui reg price mpg rep78   // this will drop 5 cases
> g mysample = e(sample)
> reg price mpg turn if mysample
> reg price mpg if mysample
>
> This will cause all regressions to be run on the restricted sample.
>
> Kit Baum   |   Boston College Economics and DIW Berlin   |   http://ideas.repec.org/e/pba1.html
> An Introduction to Stata Programming   |   http://www.stata-press.com/books/isp.html
> An Introduction to Modern Econometrics Using Stata   |   http://www.stata-press.com/books/imeus.html
>
>
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