st: re: getting a list of included variables in estimation

[Kit Baum <baum@bc.edu>]

Henri said:

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?

_rmcoll is your friend:

* mpg2, turn2 are copies of mpg and turn
reg price mpg mpg2 turn turn2
local regressors :  colnames e(b)
local regressors: subinstr local regressors "_cons" " "
_rmcoll `regressors'
di "`varlist'"



Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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