Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: get list of covariates used [was: RE: statalist-digest V4 #1783]


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: get list of covariates used [was: RE: statalist-digest V4 #1783]
Date   Sat, 6 Nov 2004 18:47:39 -0000

Please use informative titles. 

I'd like to know a quicker way, but this may help. 
It should give all the covariates not dropped. 

Global is bad style; local is better; here done 
as rclass result _and_ a local. 

I have not programmed the omission of those 
variables that you don't want: that is left
as an exercise. 

*! NJC 1.0.0 6 Nov 2004 
program covars, rclass 
	version 8 

	capture local Covars : colnames e(b) 
	if _rc error 301 
	
	tempname b 
	mat `b' = e(b) 
	tokenize `Covars' 
	local k = 0 
	
	forval j = 1/`= colsof(`b')' {
		if "``j''" != "_cons" & `b'[1,`j'] != 0 { 
			local covars "`covars'``j'' " 
			local ++k 
		}
	}

	if `k' { 
		di as txt "{p}`covars'{p_end}" 
		return local covars "`covars'" 
		c_local covars "`covars'" 
	}	
end 

. sysuse auto, clear
(1978 Automobile Data)

. regress mpg weight for for

      Source |       SS       df       MS              Number of obs =      74
-------------+------------------------------           F(  2,    71) =   69.75
       Model |   1619.2877     2  809.643849           Prob > F      =  0.0000
    Residual |  824.171761    71   11.608053           R-squared     =  0.6627
-------------+------------------------------           Adj R-squared =  0.6532
       Total |  2443.45946    73  33.4720474           Root MSE      =  3.4071

------------------------------------------------------------------------------
         mpg |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      weight |  -.0065879   .0006371   -10.34   0.000    -.0078583   -.0053175
     foreign |  -1.650029   1.075994    -1.53   0.130      -3.7955    .4954422
     foreign |  (dropped)
       _cons |    41.6797   2.165547    19.25   0.000     37.36172    45.99768
------------------------------------------------------------------------------

. covars
weight foreign

. local want : subinstr local covars "weight" "" 

. di "`want'"
 foreign 

Nick 
n.j.cox@durham.ac.uk 

Pradeep Kurukulasuriya
 
> I have a model with a number of variables, some of which are 
> collinear and
> therefore get dropped when a regress command is executed. Is 
> there a way of
> extracting a subset of the names of the variables for which 
> stata produces
> estimates into a local or global macro ? 
> 
> For example:
> 
> If I execute:
> 
> Regress y v1 z2 z3 v4
> 
> And stata estimates
> 
> Y v1 z2 z3
> 
> How can I get z2 and z3 into a macro which I can use in 
> another proceedure?
> 

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index