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RE: st: RE: which variables are in the model?

From   "Nick Cox" <>
To   <>
Subject   RE: st: RE: which variables are in the model?
Date   Fri, 6 Feb 2009 13:14:27 -0000

Maarten and I suggested the same solution.... 


Robert A Yaffee

Actually, I think that Martin has suggested a better solution.

Robert A Yaffee

>   Is there some way you can extract the column names from e(b) in the 
> return list?

Nick Cox 

> > Is Maarten Buis' -indeplist- from SSC what you seek? 

Feiveson, Alan H. (JSC-SK311)
> >  I have been running a self-programmed bootstrap resampling scheme
> > -bsample- with one of the xt-regression models. For each iteration
> > the bootstrap, I had been blissfully saving the coefficient
> > using e(b) which was supposed to have 11 components. Then I
> > that for some iterations, some model terms were dropped for
> > collinearity, so for example, b[1,6] in one iteration may not refer 
> to
> > the same model term as b[1,6] in another iteration! Furthermore, if 
> a
> > current iteration had only 10 terms, then referring to b[1,11] does 
> not
> > produce an error, since b[1,11] contains the estimate from the last
> > iteration in which all terms were used, etc. To do the correct
> > bookkeeping, I need to know exactly which of the original set of 11
> > model terms were retained after each estimation. My question is how 
> to
> > know this? There doesn't appear to be anything in -ereturn- that
> > me this information. It is true that e(rank) tells me how many terms
> > were used, but it !
> >  doesn't say which of the 11 terms were dropped (if any).

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