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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 02:37:14 -0500

Actually, I think that Martin has suggested a better solution.
  - 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: Robert A Yaffee <bob.yaffee@nyu.edu>
Date: Friday, February 6, 2009 2:06 am
Subject: Re: st: RE: which variables are in the model?
To: statalist@hsphsun2.harvard.edu


> 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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