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Re: st: Recovering Names of Factor Variables for Displaying Table of Estimates


From   "Roger B. Newson" <[email protected]>
To   [email protected]
Subject   Re: st: Recovering Names of Factor Variables for Displaying Table of Estimates
Date   Mon, 05 Dec 2011 20:51:36 +0000

One possibility is to use the -parmest- package, downloadable from SSC, to create a dataset with 1 observation per estimated parameter and data on parameter names, estimates, confidence limits, P-values and other parameter attributes.

If you use -parmest- to create such a dataset, then you can also use -fvregen- to reconstruct the factors corresponding to these parameters in the output dataset. And you can use -descsave- to reconstruct the variable labels, value labels, storage types, formats and characteristics of these factors. You can then -list- the dataset, displaying the factor names and values. And you can also plot the confidence intervals and P-values, if you want.

The -descsave- and -fvregen- packages are also downloadable from SSC. An example of the use of -fvregen- is given in Newson (2010).

I hope this helps.

Best wishes

Roger


References

Newson R. B. Post-parmest peripherals: fvregen, invcise, and qqvalue. Presented at the 16th UK Stata User Meeting, 9-10 September, 2010. Download from
http://www.imperial.ac.uk/nhli/r.newson/usergp.htm#uk2010


Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: [email protected]
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

Opinions expressed are those of the author, not of the institution.

On 05/12/2011 18:10, Lloyd Dumont wrote:
Thanks, Alan.  That does generate a list of variables, including those created to capture the ineractions.  But, I get the same problem.

For example, according to the coeflegend table, one of the interactions is called 1.X1#c.X2.

But, if I try to generate a table of estimates...

estimates table M1 M2, ///
  stats(N) star(.1 .05 .01) ///
  keep(1.X1#c.X2) ///
  b(%9.4fc) stfmt(%9.0fc) style(oneline)

I get

X1#c: operator invalid
So, that leaves me back where I started...


----- Original Message -----
From: Alan Neustadtl<[email protected]>
To: [email protected]
Cc:
Sent: Monday, December 5, 2011 12:51 PM
Subject: Re: st: Recovering Names of Factor Variables for Displaying Table of Estimates

Try using the -coeflegend- option for regress or after you estimate
your model try -regress, coeflegend-.

Best,
Alan


On Mon, Dec 5, 2011 at 12:24 PM, Lloyd Dumont<[email protected]>  wrote:
Hello, everyone.

I am estimating a few equations using factor variables.  Some are just dummies, and some are dummies crossed with continuous variables.  What I cannot figure out is how to reference the names of the newly-created two-way multiplicative interaction terms.  I have even tried to copy the variable names from - mat list e(b) - .  That works for the simple, one-way dummy, but not for the interaction terms.  Is there a simple solution?

If it helps, here is a minimal recreation of the estimation command...

reg Y i.X1##c.X2 i.X1##c.X3 i.X1##c.X4


Thank you!  Lloyd

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