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st: RE: Adding regression variables one step at a time using a macro


From   "Eric Booth" <ebooth@ppri.tamu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Adding regression variables one step at a time using a macro
Date   Wed, 10 Mar 2010 11:19:56 -0600

>

In your example you added just one new variable...if that's what you want you can do this:

*********
clear
sysuse auto

tokenize price rep78 foreign weight headroom 
while "`1'" != "" {
	regress mpg length `1'   /* if !mi(mpg) & !mi(`1') */
	   di "For the cmd:  `e(cmdline)'"
	macro shift
	}
*********
((You don't need the missing part but it's in the regression above if you want to uncomment it))


If you want to sequentially build the model by adding more variables into the regression, you can add them to a local macro first, e.g., 

*********
clear
sysuse auto

tokenize price rep78 foreign weight headroom 
while "`1'" != "" {	
	local i `1' `i'
	   di "`i'"
	regress mpg length `i' 
	   di "For the cmd:  `e(cmdline)'"
	macro shift
	}
	
*********

~ Eric
__
Eric A. Booth
Public Policy Research Institute
Texas A&M University
ebooth@ppri.tamu.edu


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu on behalf of sara khan
Sent: Wed 3/10/2010 10:52 AM
To: statalist
Subject: st: Adding regression variables one step at a time using a macro
 
Dear Statalisters

Please could you advise me on how to write a macro so that I can add
regression variables one step at a time for only non-missing cases. It
is similar to a forward stepwise except that I want to choose which
variables I add.

At the moment, I am doing the following:

Model 1
reg y x1 if y<. & x1<.


Model 2 - add another var
reg y x1 x2 if y<. & x1<. &x2<.

Many thanks
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