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Re: st: stepwise - how to get list of names of variables selected?


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: stepwise - how to get list of names of variables selected?
Date   Fri, 31 Aug 2012 09:56:04 +0100

. search stepwise, faq

. ssc desc indeplist

Nick

On Fri, Aug 31, 2012 at 9:47 AM, Eveline Nuesch
<Eveline.Nuesch@lshtm.ac.uk> wrote:
> I am using "stepwise" to perform variable selection in logistic
> regression in 200 simulated datasets. I would like to automatically get
> a list of names of the variables selected (potentially different in each
> dataset) to run subsequent regressions.
>
> Does "stepwise" save this somewhere? If yes, how can I access it?
>
> *My code so far:
>
> foreach i in 1/200 {
> use data_`i', clear
> stepwise , pr(.05): logistic y x1 x2 x3 x4 x5 // selects predictor
> variables (e.g. x2 x3 x5)
> local xlist_`i' ??? // How can I get this list in an automated
> fashion?
> logistic y* `xlist'
> }
>
> Any ideas or suggestions are very much appreciated.
> Many thanks.
> Eveline Nüesch
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