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Re: st: RE: which variables are in the model?


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: which variables are in the model?
Date   Fri, 06 Feb 2009 02:05:04 -0500

Nick,
  Is there some way you can extract the column names from e(b) in the return list?
    - Bob


Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University


Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2008.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Nick Cox <n.j.cox@durham.ac.uk>
Date: Thursday, February 5, 2009 1:41 pm
Subject: st: RE: which variables are in the model?
To: statalist@hsphsun2.harvard.edu


> Is Maarten Buis' -indeplist- from SSC what you seek? 
> 
> Nick 
> n.j.cox@durham.ac.uk 
> 
> Feiveson, Alan H. (JSC-SK311)
> 
>  I have been running a self-programmed bootstrap resampling scheme using
> -bsample- with one of the xt-regression models. For each iteration of
> the bootstrap, I had been blissfully saving the coefficient estimates
> using e(b) which was supposed to have 11 components. Then I discovered
> that for some iterations, some model terms were dropped for
> collinearity, so for example, b[1,6] in one iteration may not refer to
> the same model term as b[1,6] in another iteration! Furthermore, if a
> current iteration had only 10 terms, then referring to b[1,11] does not
> produce an error, since b[1,11] contains the estimate from the last
> iteration in which all terms were used, etc. To do the correct
> bookkeeping, I need to know exactly which of the original set of 11
> model terms were retained after each estimation. My question is how to
> know this? There doesn't appear to be anything in -ereturn- that gives
> me this information. It is true that e(rank) tells me how many terms
> were used, but it !
>  doesn't say which of the 11 terms were dropped (if any).
> 
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