[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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). > > * > * 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/ * * 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**:**Re: st: RE: which variables are in the model?***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**Re: st: RE: which variables are in the model?***From:*Robert A Yaffee <bob.yaffee@nyu.edu>

**References**:**st: which variables are in the model?***From:*"Feiveson, Alan H. (JSC-SK311)" <Alan.H.Feiveson@nasa.gov>

**st: RE: which variables are in the model?***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

- Prev by Date:
**Re: st: suest after probit or oprobit?** - Next by Date:
**Re: st: RE: which variables are in the model?** - Previous by thread:
**st: RE: which variables are in the model?** - Next by thread:
**Re: st: RE: which variables are in the model?** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |