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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: extracting rownames of a matrix into a variable (preparatory work for MICE) |

Date |
Fri, 19 Sep 2008 16:48:42 +0100 |

This is asked every few months. See for example http://www.stata.com/statalist/archive/2008-05/msg01224.html and the ensuing thread pointing to -svmat2- as a canned solution. Nick n.j.cox@durham.ac.uk Gresch,Cornelia I want to extract a matrix into data-format in a way that the row-names are not lost but appear in a new variable as "observations" (contents of the first variable in string format). Does anybody of you have an idea how to get this running? Background of the question: I work on an imputation model with MICE (command ice). Since the dataset is very large I need to decide which variables to use as independent variables. Therefore I want to create a matrix including the R² (or LL) of bivariate regression models for all possible combination of the variables. The col-names of this matrix correspond to the dependent variables, the row-names of the matrix to the independent variables of the bivariate regression model. Because the final matrix will be very large I would like to convert it into variables (which can be easily used to define about 15-25 independent variables which again I want to use as predictors in the final imputation model). Using the command "svmat" results in the expected dataset but the row-names (which are necessary to identify the appropriate predictors) get lost. Below you can see the code and the resulting problem in more detail: (N.B.: variables are "e3his" "e220ex" "t_kfts" (which are metric); "tr10emp" "e121a" (which are categorial with corresponding dummies (tr10emp_1, tr10emp_2,...)); and "slspaet" "tr06sex" (which are binary)) matrix drop _all foreach av of var e3his e220ex t_kfts { foreach katuv of any tr10emp e121a { local `katuv' = "`katuv'_*" } matrix `av' = (1) foreach uv of any e3his e220ex t_kfts /* metrische UVs */ /// "`tr10emp'" "`e121a'" /* polytome UVs */ /// slspaet tr06sex /* Dummy-UVs */ { quietly reg `av' `uv' local r2 = "Fehler" local r2 = e(r2) matrix input R =(`r2') matrix colnames `av' = `av' matrix rownames R = `uv' matrix `av' = (`av' \R) } if ("`av'" == "e3his") matrix ges_ols = (`av') if ("`av'" ~= "e3his") matrix ges_ols = (ges_ols, `av') } matrix list ges_ols ges_ols[8,3] e3his e220ex t_kfts r1 1 1 1 e3his 1 .04320558 .05278807 e220ex .04320558 1 .01621444 t_kfts .05278807 .01621444 1 tr10emp_* .16007611 .02387149 .16865035 r1 0 0 0 slspaet .01107509 .00863178 4.931e-06 tr06sex 1.640e-06 .00104972 .00829559 If I convert this matrix to variables I get the following dataset: svmat ges_ols, names(col) list +--------------------------------+ | e3his e220ex t_kfts | |--------------------------------| 1. | 1 1 1 | 2. | 1 .0432056 .0527881 | 3. | .0432056 1 .0162144 | 4. | .0527881 .0162144 1 | 5. | .1600761 .0238715 .1686504 | |--------------------------------| 6. | 0 0 0 | 7. | .0110751 .0086318 4.93e-06 | 8. | 1.64e-06 .0010497 .0082956 | +--------------------------------+ But I also need a variable with the names of the variables in string format as I have it in the matrix (at least that's the only way I see to identify the 15-25 best fitting predictors). Does anybody of you have an idea how to get this running? Alternatively I tried to put the names as strings in the matrix, which also does not work and I also cannot transform the matrix (rows to columns and the other way around) and extract it that way since some of the independent variables are dummysets (e.g. tr10emp_*) and therefore cannot be identified as variable name. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: RE: extracting rownames of a matrix into a variable (preparatory work for MICE)***From:*"Gresch,Cornelia" <gresch@mpib-berlin.mpg.de>

**References**:**st: extracting rownames of a matrix into a variable (preparatory work for MICE)***From:*"Gresch,Cornelia" <gresch@mpib-berlin.mpg.de>

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