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


From   "Eveline Nuesch" <Eveline.Nuesch@lshtm.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: stepwise - how to get list of names of variables selected?
Date   Fri, 31 Aug 2012 10:19:26 +0100

Thanks, Nick and Phil for suggestions. 
 
Phil's approach gives a list including _cons, which is not suitable if
I use it as list of predictors subsequent regressions.
-indeplist- works fine.
 
Eveline

>>> Phil Clayton <philclayton@internode.on.net> 31/08/2012 10:03 >>>
Here's one simple option (which should be fine for your simple command,
otherwise see the much more sophisticated -indeplist- suggested by
Nick):

stepwise ...
matrix b=e(b)
local xlist_`i': colnames b

Phil

On 31/08/2012, at 6:47 PM, Eveline Nuesch 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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