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Re: Re: st: How to get covariate names after OLS regression


From   "Maoyong Fan" <fan@berkeley.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: Re: st: How to get covariate names after OLS regression
Date   Sun, 27 Jun 2004 20:11:17 -0800

Thank you! That is very helpful.


>Maoyong Fan wrote:
>
>Dear Friends,
>
>	First of all, I run a OLS regression.  The reg command automatically drop some 
>variables which cause multicolinearity.
>
>	Secondly, I want to use the covariates which OLS just used to run other 
>regressions.
>
>I know e(depvar) gives the name of dependent variable.  But I can not find some 
>command in Stata to give me the name list of dependent variables (not include 
>the dropped variables).  Could you give me some hint?
>
>--------------------------------------------------------------------------------
>
>Names of the independent variables that were used in the regression (including 
>the constant if you included in the model) are assigned as names of the columns 
>of the e(b) and e(V) matrices.  You can see them with -matrix list e(b)- or 
>-matrix e(V)-.  
>
> For use later, you can easily get these column names into either a local or 
>global macro via an extended macro function.  -help matmacfunc- will show you 
>see how this is done--it's the last example in the list of examples at the end 
>of the help file.  Once in the macro, you can use -tokenize- or -gettoken- to 
>get individual names.
>
>Joseph Coveney
>
>
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