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Re: st: List of independent variables after estimation


From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: List of independent variables after estimation
Date   Wed, 5 Oct 2011 08:56:45 +0200

On Wed, Oct 5, 2011 at 8:44 AM,  <[email protected]> wrote:
> I would like to write a postestimation command for stata.
> My problem: I do not know how to get a varlist of the independend
> variables used in the estimation (probit). The only way I came up with is
> using the user-written indeplist.ado, but I would prefer a solution which
> do not depends on additional external scripts.

You can see how -indeplist- gets at the names of independent variables
by typing in Stata -viewsource indeplist.ado-.

The basic trick is that Stata will store the estimates in a matrix
e(b) and the columnnames of this matrix are the independent variables.
You can recover those names with extended macro functions (type -help
macro- and click on the link to extended macro functions).
Complications occur when your estimation command consists of multiple
equations (which is not the case with -probit-) or with time-series
operators and factor variables.

Hope this helps,
Maarten (author of -indeplist-)

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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