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st: RE: Storing coefficients from a stepwise model


From   "David Harrison" <david.harrison@icnarc.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Storing coefficients from a stepwise model
Date   Tue, 1 Mar 2005 13:50:43 -0000

You don't say how you are "storing" the coefficients... I will assume it is with something like post, e.g.

sw logit y x1 x2 x3 x4 x5, pr(.1)
post f (_b[x1]) (_b[x2]) (_b[x3]) (_b[x4]) (_b[x5])

Suppose x2 gets dropped in the stepwise procedure, then this code will produce an error as _b[x2] does not exist. Instead you need to check that each coefficient exists first, e.g.

sw logit y x1 x2 x3 x4 x5, pr(.1)
foreach v of varlist x1 x2 x3 x4 x5 {
	cap local b_`v'=_b[`v']
	if _rc {
		local b_`v'=.
	}
}
post f (`b_x1') (`b_x2') (`b_x3') (`b_x4') (`b_x5')

Hopefully this can be adapted to your needs.

David

-----Original Message-----
From: Elaine Thomas [mailto:e.thomas@cphc.keele.ac.uk]
Sent: 01 March 2005 12:53
To: statalist@hsphsun2.harvard.edu
Subject: st: Storing coefficients from a stepwise model


Dear all

I want to perform a stepwise logistic procedure on a number of 
bootstrapped samples and store the coefficients from each application of 
the regression in a single file.
I have thus far been able to generate the bootstrapped samples (thanks 
to David Harrison!) and store the coefficients - however, only if I do 
not use a stepwise approach to the regression, but simply tell it to fit 
a model containing a set number of independent variables, say x1 -x5, - 
this works well. So I get a single new file which contains the 
coefficients for each cycle, ie

Sample         x1        x2        x3        x4        x5
   1             0.24    0.35     0.84    0.08     0.75
   2             0.22    0.40     0.78    0.12     0.69 ......

The complication in using the sw procedure is that the model derived in 
each sample may contain anywhere from all to none of the variables 
offered and when I try to get Stata to store the coefficients for the 
offered vbls, say x1-x5, I can't get it to store "." for those vbls that 
are not chosen in that cycle of the procedure

What I want is the same form of file as above but with . or even 0 for 
those vbls not ending up in the model for that sample, ie.

Sample         x1        x2        x3        x4        x5
   1             0.24        0      0.84    0.08     0.75
   2             0.22    0.40     0.78        0      0.69 ......

Any help would be gratefully received

Best wishes
Elaine Thomas


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