Re: st: saving regress results and variable names i.var#i.var

[Roger Newson <r.newson@imperial.ac.uk>]

I think what Benhoen2 really needs is the -parmest- and 
-descsave-packages, together with the -fvregen- package (if Benhoen2 is 
using Stata Version 11, or the -factext- package if Benhoen2 is using an 
earlier version. All of these packages can be downloaded from SSC, but 
if Benhoen2 is using an earlier version of Stata than Stata 11, then 
Benhoen2 should download -parmest- from my website by typing

net from http://www.imperial.ac.uk/nhli/r.newson/

and selecting the Stata version required.

The -parmest- package creates datasets with 1 observation per estimated 
parameter and data on parameter names, estimates, confidence limits, 
P-values and other parameter attributes. The -fvregen- package 
reconstructs the factors in this output dataset. An example of the use 
of -fvregen- with -parmest- and -descsave- is given in Newson (2010). 
Other examples of the use of -parmest- are listed in the References in 
the on-line help for -parmest-.

I hope this helps.

Best wishes

Roger


References

Newson RB. Post-parmest peripherals: -fvregen-, -invcise-, and 
-qqvalue-. Presented at the 16th UK Stata User Meeting, 9-10 September, 
2010. Download from
http://ideas.repec.org/p/boc/usug10/01.html

Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

Opinions expressed are those of the author, not of the institution.

On 04/10/2010 15:12, Benhoen2 wrote:
> Thanks Maarten.  I saved them off and can sleep knowing they are safe.
>
> The more frustrating problem though is how to have the factors in the
> interaction variables identified.  The results seem to discard to factor
> names. The variable blkgrp (FYI "census blockgroup") has ~1,200 unique
> values in the sample (e.g., 89556, 42663, 48335), and the variable pv
> ("photo voltaic") has two values (e.g., 1=yes, 0=no) and to be useful the
> results need to be matched with their identifiers.  The output seems to
> discard these names and instead uses a simple integer series (blkgrp pv:
> e.g., 1 1, 1 0, 2 1, 2 0,...1199 1, 1199 0, 1200 1, 1200 0).
>
> Is there any way to match the coefficients with their respective blkgrp
> factor (obviously I can figure out the pv factor),  i.e., have the results
> saved with the underlying variable names?
>
> Ben
> =============================================
>  From 	  Maarten buis<maartenbuis@yahoo.co.uk>
> To 	  statalist@hsphsun2.harvard.edu
> Subject 	  Re: st: saving regress results and variable names
> i.var#i.var
> Date 	  Mon, 4 Oct 2010 07:31:36 +0100 (BST)
>
> --- On Mon, 4/10/10, Benhoen2<benhoen2@earthlink.net>  wrote:
> > I want to save regress results to a new stata dataset that
> > I can use in later calculations.  The reg command contained
> > i.var#i.var in the independent variable list and produced a
> > 1x4314 e(b) matrix of coefficients.
> >
> > Specifically, I need to save the results from the
> > interaction (though the other results can come with it too)
> > into a new matrix and NEED to include the variable names as
> > shown in the output.  I will be using these names to create
> > new variables in the new dataset.
>
> The easiest way to do things like that is to use -est save-
> to store the entire model. That way you can use postestimation
> commands like -predict- and -predictnl- to create your new
> variables.
>
> *---------- begin example ---------------
> sysuse auto, clear
> // estimate the model
> reg price c.mpg##i.foreign
>
> est save "c:/temp/foo"
>
> // create the other dataset
> drop _all
> set obs 100
> gen mpg = rnormal(21,6)
> gen foreign = runiform()<  .3
>
> // load the saved estimation results
> est use "c:/temp/foo"
>
> // create my variable using -predict-
> // alternatively look at -predictnl-
> predict mpghat
> *----------------- end example ------------------
> (For more on examples I sent to the Statalist see:
> http://www.maartenbuis.nl/example_faq )
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
>
> *
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