Roger Newson <[email protected]> noticed that if, after estimation,
he types -list *-, in addition to all the expected variables, a variable
named "(e)" also appears in the output. He writes,
> I am having a problem with the variable whose name is (e), which appears to
> be generated whenever an estimation command is executed, and which contains
> the results of the function -e(sample)-.
It is a bug that Roger ever saw the variable "(e)", so let me explain:
1. Roger is right: Variable "(e)" has to do with e(sample) and, in
fact, is e(sample).
2. The existance of variable "(e)" was supposed to be completely hidden.
Had we done that right, I would not now be writing this email.
3. There is no bug except that Roger saw the variable "(e)" (and
found some other ways to access it).
So we will fix that bug but, until we do, it is not a bug that should bother
anybody.
For those who are curious, here is what "(e)" is about:
T1. When you run an estimation command, Stata needs to store e(sample) --
the function that identifies which observations were used. That
information is stored in the dataset in the secret variable named
"(e)".
T2. The name "(e)" (note the parens) was chosen carefully to be an
invalid name. It should not surprise you that inside Stata, we have
the ability to create variables named anything we want. We chose an
invalid name so that it would never conflict with a valid name a user
might want to create. In addition, an invalid name would be rejected
by the parser and so make it more difficult that any user would ever
discover the secret variable.
T3. When you -save- a datwaset, variable "(e)" is *NOT* stored in the
dataset. Stata knows to skip that variable. More correctly, variable
"(e)" is not stored unless you specify -save-'s -all- option. As it
says in the on-line help, "-all- is for use by programmers. If
specified, e(sample) will be saved with the dataset. You could run a
regression, -save mydata, all-, -use mydata-, and -predict yhat if
e(sample)-.
T4. The variable "(e)" is dropped (1) whenever a new estimation command
is run (in which case a new "(e)" is created), and (2) whenever
you type -discard- (which eliminates previous estimation results),
and (3) whenever a -drop- command results in a dataset that contains
only "(e)".
So what happened? Where did we go wrong? In fact, "(e)" has been in Stata
for sometime without anyone knowing, but when we added fancier pattern
matching for varlists (so that you can type things like "*e*", something that
used not to be allowed), we forgot to exclude "(e)", and that opened to the
door to Roger's discovery.
It was just as Nick Cox <[email protected]> suspected: "This raises the
question of whether it's been there for ages, or it's only recently become
visible as a result of some other change in Stata."
-- Bill
[email protected]
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