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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. 

[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?

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