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Re: st: how to index regressions inside a foreach loop in order to avoid writing over the estimates


From   hind lazrak <hindstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: how to index regressions inside a foreach loop in order to avoid writing over the estimates
Date   Thu, 13 Oct 2011 20:46:24 -0700

Dear Richard

Thank you for taking the time to respond to the question I posted.

I made the example simpler in my post for more clarity.

In the first step I ran the pwcorr, sig to capture the list of
variables that I ran in the loop.
In fact the simple linear regression does include three other
variables that may act as either modifier or confounder. So I need to
control for them.

So this brings me back to the original question. Is there any way to
get a table of coeffs that are statistically significant at the 95%
level?

Many thanks,
Hind

On Thu, Oct 13, 2011 at 5:38 PM, Richard Williams
<richardwilliams.ndu@gmail.com> wrote:
> At 04:54 PM 10/13/2011, hind lazrak wrote:
>>
>> Hello
>>
>> I am using Stata Version 10 on Windows Vista.
>> The analysis I am conducting is exploratory and involves a long list
>> of independent variables I am testing using simple linear regression.
>> In order to see which variables are "promising" I'd like to find a way
>> to store each model estimate and ideally figure out how to tabulate
>> only those that have a p-value<0.1.
>>
>> The code I used is as follow
>>
>> foreach var of varlist [list of 55 vars] {
>> qui reg y1 `var'   */ first set of regressions looking at Y1
>> eststo model1`var'
>>
>> qui reg y2 `var'  */ second set of regressions looking at Y2
>> eststo model2`var'
>> }
>> estimates table model1`var' model`var', beta not
>>
>> This code is not working because it overwrites all the estimates in
>> each regression and only keeps the last one. Also I did not figure out
>> how to only show those with p-val<0.1
>
> The line
>
> estimates table model1`var' model`var', beta not
>
> should probably be
>
> estimates table model1`var' model2`var', beta not
>
> And, it should come before the }, not afterwards.
>
> This is just a bunch of bivariate regressions, right? Why not something like
>
> pwcorr y1 y2 x1-x55, star(.10)
>
> You could probably also fiddle around with the ereturned results and make
> the estimates table command conditional on one p value or the other being
> significant.
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME:   (574)289-5227
> EMAIL:  Richard.A.Williams.5@ND.Edu
> WWW:    http://www.nd.edu/~rwilliam
>
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