You don't say how you are "storing" the coefficients... I will assume it is with something like post, e.g.
sw logit y x1 x2 x3 x4 x5, pr(.1)
post f (_b[x1]) (_b[x2]) (_b[x3]) (_b[x4]) (_b[x5])
Suppose x2 gets dropped in the stepwise procedure, then this code will produce an error as _b[x2] does not exist. Instead you need to check that each coefficient exists first, e.g.
sw logit y x1 x2 x3 x4 x5, pr(.1)
foreach v of varlist x1 x2 x3 x4 x5 {
cap local b_`v'=_b[`v']
if _rc {
local b_`v'=.
}
}
post f (`b_x1') (`b_x2') (`b_x3') (`b_x4') (`b_x5')
Hopefully this can be adapted to your needs.
David
-----Original Message-----
From: Elaine Thomas [mailto:[email protected]]
Sent: 01 March 2005 12:53
To: [email protected]
Subject: st: Storing coefficients from a stepwise model
Dear all
I want to perform a stepwise logistic procedure on a number of
bootstrapped samples and store the coefficients from each application of
the regression in a single file.
I have thus far been able to generate the bootstrapped samples (thanks
to David Harrison!) and store the coefficients - however, only if I do
not use a stepwise approach to the regression, but simply tell it to fit
a model containing a set number of independent variables, say x1 -x5, -
this works well. So I get a single new file which contains the
coefficients for each cycle, ie
Sample x1 x2 x3 x4 x5
1 0.24 0.35 0.84 0.08 0.75
2 0.22 0.40 0.78 0.12 0.69 ......
The complication in using the sw procedure is that the model derived in
each sample may contain anywhere from all to none of the variables
offered and when I try to get Stata to store the coefficients for the
offered vbls, say x1-x5, I can't get it to store "." for those vbls that
are not chosen in that cycle of the procedure
What I want is the same form of file as above but with . or even 0 for
those vbls not ending up in the model for that sample, ie.
Sample x1 x2 x3 x4 x5
1 0.24 0 0.84 0.08 0.75
2 0.22 0.40 0.78 0 0.69 ......
Any help would be gratefully received
Best wishes
Elaine Thomas
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