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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Programming a slightly complex list of independent variables |

Date |
Wed, 6 Apr 2011 09:25:04 +0100 |

This has come up several times in the last few weeks. One basic technique is unab sall : s* local sall : list sall - x See also -help macrolists-, -help unab- and Nicholas J. Cox. Stata tip 91: Putting unabbreviated varlists into local macros Stata Journal 10(3) 503-504 On Wed, Apr 6, 2011 at 5:51 AM, Nic <3817629@hotmail.ca> wrote: > I am attempting to create a .do file which will run a number of OLS > regressions containing a single continuous x continuous interaction term. > > My ultimate question is: how can I program my regression command so that the > s* and f* variables at the end of the command refer to all "s" and "f" > variables EXCEPT for the two specific "s" and "f" (`x' and `z') variables > referenced at the beginning of the equation? > > Here is the applicable code of what I have so far: > > ------------------------------------------------------------------------- > foreach y of varlist d* { > local laby : variable label `y' > foreach x of varlist s* { > local labx : variable label `x' > local prex = substr("`x'",1,3) > foreach z of varlist f* { > local labz : variable label `z' > local prez = substr("`z'",1,2) > > regress `y' `x' `z' i`prex'`prez' g* c* e* s* f* > -------------------------------------------------------------------------- > > As you can see, the inclusion of s* and f* at the end of the equation will > result in two variables being repeated in the equation: `x' and `z'. The > consequence is that one instance of the repeated variables is omitted > because of collinearity. > > I would assume that the second instance (s* or f*) of the repeated variable > in the equation would be the one that is omitted, but this is not always so. > Sometimes it is the first instance (`x' or `z'). Apparently this is normal > ("Which variable it omits is somewhat arbitrary") according to the Stata > FAQ, "Why do estimation commands sometimes omit variables?" located at > www.stata.com/support/faqs/stat/drop.html. > > The consequence of the above is that the location of the values in the e(b) > and e(V) matrices is unpredictable. This is a problem for me because the > next step in my .do file is to call upon the first and second independent > variables listed in the regression command as well as their interaction term > (to ultimately create a graph): > > ---------------------- > matrix b=e(b) > matrix V=e(V) > > scalar b1=b[1,1] > scalar b2=b[1,2] > scalar b3=b[1,3] > > > scalar varb1=V[1,1] > scalar varb2=V[2,2] > scalar varb3=V[3,3] > > scalar covb1b3=V[1,3] > scalar covb2b3=V[2,3] > ----------------------- > > As you can see, when the second instance of the repeated variables is > omitted, b1/b2/b3 etc refer to a valid cell in the matrix. But when the > first instance is "somewhat arbitrarily" omitted instead, b1/b2/b3 etc no > longer refer to the intended cells in the matrix. > > So my ultimate question is: how can I program my regression command so that > the s* and f* variables at the end of the command refer to all "s" and "f" > variables EXCEPT for the two specific "s" and "f" (`x' and `z') variables > referenced at the beginning of the equation? Logic tells me that this is > surely possible but I am still so new to Stata and programming in particular > that I simply have not been able to suss it out. * * 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/

**References**:**st: Programming a slightly complex list of independent variables***From:*"Nic" <3817629@hotmail.ca>

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