RE: st: Get list of non-omitted variables after a regression

[Joe Canner <jcanner1@jhmi.edu>]

I interpreted Ludovico's question to refer to variables omitted because of collinearity or perfect prediction, but I didn't have a chance at the time to test a solution.  Building on Paul's solution, one would have to look for variables in the regression matrix that start with "o.".  For example,

. sysuse auto, clear
. gen length1=length
. regress price displacement foreign weight length length1   // Purposely putting two identical variables in so that one will be omitted
. local n : colnames e(b)
. di "`n'"
. local n = regexr("`n'","o\.[a-zA-Z]+","")   // remove any variables starting with "o."
. di "`n'"

Joe Canner
Johns Hopkins University School of Medicine
-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Seed, Paul
Sent: Monday, March 10, 2014 9:47 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Get list of non-omitted variables after a regression

The simplest solution is to get the column names off the regression matrix.

*********** Start Stata code ***************
	sysuse auto, clear
	stepwise , pe(0.05) : regress  price mpg rep78 headroom trunk weight length turn displacement gear_ratio foreign

	local n : colnames e(b)
	di "`n'"

* If you want to lose the constant...

	local c _cons
	local n : list n-c
	di "`n'"
* Note, I am using macro extended functions to avoid silent, automatic
* truncation of macros at 245 characters whenever "=" occurs.

*********** End Stata code ******************

Paul T Seed, Women's Health, KCL


> Date: Sat, 8 Mar 2014 16:30:49 -0600
> From: Scott Merryman <scott.merryman@gmail.com>
> Subject: Re: st: Get list of non-omitted variables after a regression
> 
> See - _rmcoll , forcedrop -
> 
> Scott
> 
> 
> On Sat, Mar 8, 2014 at 3:38 PM, Ludovico Zaraga
> <ludovico.zaraga@u.northwestern.edu> wrote:
> > Hello,
> >
> > Is there a simple way of getting a list (in the form of a macro) of
> > non-omitted variables after running a regression in Stata? I am using
> > a very large number of variables, so I can't do this by hand.
> >
> > Thanks,
> >
> > Ludovico





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