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st: Re: Using the variables from one sw-result in another regression
I think there might be an easier way, but this should work:
local cons "_cons"
local vars: colnames e(b)
local vars: list vars - cons
If you are looping in a do file, the first line only needs to occur once
(before the loop). The last two lines can be inside a loop and should pick
off the names of the independent variables in the last estimation results
and put them in the local macro `vars'
----- Original Message -----
From: "Torbjörn Lindquist" <firstname.lastname@example.org>
Sent: Wednesday, October 19, 2005 3:59 PM
Subject: st: Using the variables from one sw-result in another regression
I am trying to identify the variables to used for matching. To do this I am
using a method for identification of variables described in an article by
de Luna and Waerenbaum (2005). They suggest that one should make an OLS
regression of the outcome and use the significant variables in a probit on
the treatment indicator. The variables that are significant in the last
regression is affecting both treatment and outcome and they are therefor
relatively good variables to include in the matching.
I use the sw command to see what variables passes the significance test.
The question is, is there some way I can get the list of variables from
the first regression into the second without having to type them in
manually? It would help alot since I will do this for a large number of
Department of Economics
University of Umeå
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