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Re: st: saving a sample after a regression


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: saving a sample after a regression
Date   Mon, 12 Mar 2007 15:56:46 -0500

At 02:47 PM 3/12/2007, william.miles wrote:
Hi-
I am running regressions with several variables, and not all observations have
data on all variables. I run a regression of Y on X, and use say 1,000
observations. Then I run a regression of Y on X and Z, and because not all
observations have Z, I only get a sample of 800 observations. Is there any
way to save the sample from the latter regression, so I can then run the
original regression of Y on only X, but using only the 800 observations that
include Z, without having to go throught the data by hand?
Thanks,
Bill
Consider using nestreg, e.g.

nestreg: reg y x z

This will first regress y on x and then y on x and z. It will use listwise deletion, and for an added bonus it will give you incremental f tests at the end testing the vars added at each stage.

Alternatively, consider something like

gen touse = !missing(y, x1, x2, x3, x4)
reg y x1 x2 x3 if touse

Or, yet another trick:

reg y x z
reg y x if e(sample)

-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: Richard.A.Williams.5@ND.Edu
WWW: http://www.nd.edu/~rwilliam

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