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st: RE: RE: Outreg2 and co-linear variables in a regression


From   "sdm1" <sdm1@york.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Outreg2 and co-linear variables in a regression
Date   Thu, 19 Nov 2009 18:30:16 -0000

Thanks Martin (and Maarten)!

Steve 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss
Sent: 19 November 2009 17:55
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: Outreg2 and co-linear variables in a regression


<>


You could use Maarten`s -indeplist- tp identify valid covariates. Strangely,
-drop(o*)- does not do the job, so let`s instead -keep-...


*********
clear*
set obs 10000

gen x1=rnormal()
gen x2=x1

gen y= 1+x1+ x2+ rnormal() 

reg y x?

capt which indeplist
if _rc ssc install indeplist

indeplist
outreg2 using myfile, replace keep(`r(X)')
********


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of sdm1
Sent: Donnerstag, 19. November 2009 18:42
To: statalist@hsphsun2.harvard.edu
Subject: st: Outreg2 and co-linear variables in a regression

I'm using outreg2 to write some regression results to a spreadsheet.  In the
regression, some of the variables are co-linear and so Stata (MP11) omits
these from the regression.  Is there a way to prevent outreg2 from writing
these omitted variables to the spreadsheet (it prefixes the variable names
with 'o.' and gives them a zero coefficient and standard error) without
dropping them from the regression specification?

Thanks.

Steve
   

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