--- Hendri Adriaens <[email protected]> wrote:
> I have a lot of dummies in a dataset. I include them all during
> estimation, but depending on the subsample that I do the estimation
> on, some are dropped automatically due to multicollinarity. I would
> like to quickly test all dummies that are included in the model, with
> a for loop over the included dummies. But how do I get a varlist of
> the included dummies?
-indeplist- (which you can download with -ssc-) will give you a list of
independent variables in your model, but it includes the dropped
variables. The standard error of the dropped variables is returned as 0
(though displayed as .), so you can loop over the variables and only
perform the test on those variables whose _se[] is not 0. See the
example below:
*-------------- begin example -------------
sysuse auto, clear
dummieslab rep78
regress pr rep78_* if foreign == 1
indeplist, local
foreach var of local X {
if _se[`var'] != 0 {
test `var'
}
}
regress pr rep78_* if foreign == 0
indeplist, local
local nodrop ""
foreach var of local X {
if _se[`var'] != 0 {
test `var'
}
}
*--------------- end example --------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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