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Re: st: easy way to save regressor variable names?


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: easy way to save regressor variable names?
Date   Sat, 11 Mar 2006 09:53:13 -0600

1) you try looking at the saved matrices like e(b) and e(V) and get
their column names (local regressors : mat colnames e(b), if that does
not work, save e(b) to a temporary matrix first)

2) you should run your models as

cap noi logit whatever
local myrc = _rc
post topost (`myrc') (_b[]) ... (_b[]) // in generic form
if `myrc' {
  continue, break
}

just in case there is extra work on the estimation results. Posting
_b[] should be safe, but you may consider posting missing values
instead.

3) of course you are aware of the detrimental consequences of multiple
testing and will be applying a Bonferroni correction or FDR (false
discovery rates) to your p-values.

On 3/11/06, Toby Andrew <t.andrew@imperial.ac.uk> wrote:
> Dear all,
>
> I have 2 questions related to saving summary stats from regression
> analyses:
>
> 1) Is there a generic way to access the list of variable names used
> in a regression such as regress, mlogit & ologit?
> The reason i ask is because i am performing many regressions by
> looping over variables & the list of recorded variables i save
> will differ from the *actual* list retained in the analysis if there
> is collinearity (or i wish to use stepwise sw).
>
> 2) is there an "_rc" error message (or equivalent) i can record in
> the summary postfile results, if the model fails to converge?
>
> Thanks very much,
>
> Toby
>
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--
Stas Kolenikov
http://stas.kolenikov.name

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