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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 * * 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/

**Follow-Ups**:**Re: st: RE: Storing coefficients from a stepwise model***From:*Elaine Thomas <e.thomas@cphc.keele.ac.uk>

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