Re: st: RE: Question about local in post command

[Thomas de Hoop <t.dehoop@maw.ru.nl>]

Dear Nick,

Thank you for your answer. Actually in the end I have to say that I 
agree with you on the stepwise regression. At first I thought stepwise 
regression would be the best solution. because this imputation of 
missing data is just a means to an end (with help of the missings . 
After your answer I started thinking again. I realised that actually the 
95% significance level is just a random significance level for the 
imputation, without any higher meaning. Besides, the ice command takes 
care of drawing random a value of the posterior distribution of the 
residual standard error.  In the end I have thus decided to follow your 
advice and abstain from stepwise regression.

Thank you very much for your answer.

Nick Cox schreef:

> This raises questions on two levels. 
> First, in all candour, I don't subscribe at all to what you are doing
> with -sw- here. As a good liberal, I don't approve of compulsory reading
> except to say that no one should use stepwise without having read Frank
> Harrell's book on Regression modelling strategies (Springer, NY, 2001).
> However, you don't seek comments on that. 
> In terms of your code, note that your references to locals like `b_var1'
> will all evaluate to empty unless you have defined them earlier. That's
> not evident from what you say here. 
> A more general comment is that understanding what is right and wrong in
> this code is difficult because it is not complete. Everything hinges on
> _precisely_ what you did earlier and where you did it. 
> Nick 
> n.j.cox@durham.ac.uk 
> Thomas de Hoop
>
> I am currently creating several datasets to be used later. I am running 
> 65 stepwise regressions. Each variable is the dependent variable one 
> time. I want to create a dataset wherein the coefficients of each 
> variable are created as variables. Later I want to impute missing values
>
> in my dataset for consumption. For my analysis I only want to use the 
> variables that have a significant effect in the stepwise regression 
> results. Later I will create dummy variables for the variables that have
>
> a significant effect.
>
> With help of these dummy variables I can later impute my missing values 
> with help of the significant variables in the stepwise regression ( if 
> dummy==1). This is not where my question is about but serves as 
> background info.
>
> I have a problem with the post command to create my datasets:
>
> I programmed my do file as follows:
>
> forval i=1/65 {
> postfile post`i' `dr`i'' using "C:\Documents and Settings\Thomas\Mijn 
> documenten\Radboud Universiteit 
> Nijmegen\Promotie\Data\Bolgatanga\Statafiles\post`i'", replace
>
> sw, pr(.05): regress var`i' `dr`i''
>
>
> local local (`b_var1') (`b_var2') (`b_var3') (`b_var4') (`b_var5') 
> (`b_var6') (`b_var7') (`b_var8') (`b_var9') (`b_var10') (`b_var11') 
> (`b_var12') (`b_var13') (`b_var14') (`b_var15') (`b_var16') (`b_var17') 
> (`b_var18') (`b_var19') (`b_var20') (`b_var21') (`b_var22') (`b_var23') 
> (`b_var24') (`b_var25') (`b_var26') (`b_var27') (`b_var28') (`b_var29') 
> (`b_var30') (`b_var31') (`b_var32') (`b_var33') (`b_var34') (`b_var35') 
> (`b_var36') (`b_var37') (`b_var38') (`b_var39') (`b_var40') (`b_var41') 
> (`b_var42') (`b_var43') (`b_var44') (`b_var45') (`b_var46') (`b_var47') 
> (`b_var48') (`b_var49') (`b_var50') (`b_var51') (`b_var52') (`b_var53') 
> (`b_var54') (`b_var55') (`b_var56') (`b_var57') (`b_var58') (`b_var59') 
> (`b_var60') (`b_var61') (`b_var62') (`b_var63') (`b_var64') (`b_var65') 
>  
> foreach j of varlist `dr`i'' {
> cap local b_`j'=_b[`j']
> if _rc {
> local b_`j'=.
> }
>
>
> post post`i' `local'
>
> postclose post`i'
> }
> }
>
> invalid syntax
> post:  above message corresponds to expression 1, variable var2
>
>
> dr`i' are 65 locals consisting of different combinations of var1 till 
> var65 wherein the dependent variable is not in the local. I created the 
> local to create coefficient variables for all 65 regressions. The 
> foreach command serves to create missings for the variables that are not
>
> included as significant variables in the stepwise regression. This 
> command comes from an earlier post in the statalist on 
> http://www.stata.com/statalist/archive/2005-03/msg00009.html.
>
> The mistake is in post post`i' `local'.
>
> It states the following: invalid syntax
> post:  above message corresponds to expression 1, variable var2
>
> Can somebody please tell me what I did wrong in my commands.
>
>
>
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