st: re-using estimates from previously estimated models and related issues

[Maria Ana Vitorino <vitorino@wharton.upenn.edu>]

Dear Statalist members:

I would like to run several regressions and save their estimates and  
predicted values so that they can be used as inputs for some  
calculations that will be done later in the code. I would like to do  
this in the most efficient and flexible way possible...

For simplicity let's assume this is the sequence of the things I need  
to calculate:

1st stage

logit y x1 x2
logit y x1 x3 x4
logit y x1 x4

2nd stage

For each of the models above:

gen totprob=sum(predicteprobs)
gen probx1= [coefficient for variable x1 ] * totprob
gen probx2= [coefficient for variable x2 ] * totprob
gen probx3= [coefficient for variable x3 ] * totprob


My questions are the following:
-Is it best to collect the estimates and predicted probs in a matrix  
or in a data file?
-How to deal with the problem that I may have 3 model specifications  
now but I may want to add (or remove) some specifications later? (i.e.  
the number of model specifications is not always the same in different  
runs of the do file)?
-How to deal with the fact that, in the second stage, some of the  
values may not exist for some models (for example, there is no  
coefficient for x2 in model specification 3 from the first stage)? (If  
the coefficient was not estimated in a given model I would like Stata  
not to calculate probx2)


Any suggestions are appreciated.
Thanks!
Ana
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