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st: using e(sample) postestimation in Mata


From   László Sándor <sandorl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: using e(sample) postestimation in Mata
Date   Sun, 2 Dec 2012 16:11:01 -0500

Hi all,

In Stata 11 (and above) on various platforms, I would like my Mata
function to piggy-back on a previous -regress-, partly to manage
collinear variables etc. (but also for comparison).

But then my Mata code should call -e(sample)- to keep the estimation
sample. As this is neither a macro or a variable, I don't know how to
call it from Mata. Or shall I just simply generate a tempvar and plug
that into Mata?

(Less elegant though.)

Thanks,

Laszlo
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