Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
RE: st: RE: selectvars and factor variables
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
RE: st: RE: selectvars and factor variables
Date
Wed, 26 Jan 2011 16:24:26 +0000
A more positive take is that -tuples- (SSC) can be instructed to take any list "as is", so should not be broken by factor variables.
Nick
[email protected]
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of A Loumiotis
Sent: 26 January 2011 13:40
To: [email protected]
Subject: Re: st: RE: selectvars and factor variables
@ Nick : Your guess is right! That's exactly what I want to do after I
use selectvars. I will take a look at your suggestions. Thanks a lot
for your help!
@ Maarten: I have looked at unab but I haven't figure yet a way of how
i can use it to solve my problem. I will try again. Thanks.
On Wed, Jan 26, 2011 at 3:08 PM, Nick Cox <[email protected]> wrote:
> I think that distinct issues are in danger of being confused here.
>
> 1. In any recent Stata, you can apply -xi:- or any other procedure to create indicator (a.k.a. dummy) variables and then feed those names to -selectvars- (SSC) as part or whole of a varlist.
>
> 2. Stata 11 (only!) introduced factor variables. It is not quite that -selectvars-, which was written for Stata 8, does not allow factor variables: the situation is rather that is ignorant of them and cannot make sense of them. (-xi:- did some of what is now possible in 11, but is in principle quite distinct from this functionality.)
>
> Your question seems to mix elements of 1 and 2. As far as -selectvars- is concerned, sorry, but I have no impulse to update it. -tuples- (SSC) is nearer my idea of a tool that should be provided, but it's not smart about factor variables either. You're welcome to copy part or all of the code for either, subject to the usual courtesies.
>
> The deeper question is why you want to do this. I guess it is because you want to generate lots of different models, the models differing on which predictors are offered. It seems to me that such a procedure needs to be especially smart where indicators are concerned, as often (but not always) indicators are best offered together.
>
> I'd look at -nestreg- and
>
> SJ-10-4 st0213 . . . . . . . . . . . Variable selection in linear regression
> (help vselect if installed) . . . . . . . . C. Lindsey and S. Sheather
> Q4/10 SJ 10(4):650--669
> performs variable selection after a linear regression
>
> which, if my guess is right, may help your purpose.
>
> Nick
> [email protected]
>
> A Loumiotis
>
> I would like to use the package selectvars written by Nick Cox but my
> variable list contains factor variables and selectvars does not allow
> factor variables. So I would like to substitute in my variable list
> the factor variables with the dummy variables that "xi:" creates and
> then run selectvars on my expanded variable list. How can I do that?
>
> For example:
>
> local myvarlist var1 var2 i.var3 // where var3 is categorical with
> four categories
> local myevarlist var1 var2 Ivar3_2-4
> selectvars `myevarlist', min(2) max(2)
>
> My question is how to create myevarlist from myvarlist?
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/