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From | Phil Clayton <philclayton@internode.on.net> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: stepwise - how to get list of names of variables selected? |
Date | Fri, 31 Aug 2012 19:03:37 +1000 |
Here's one simple option (which should be fine for your simple command, otherwise see the much more sophisticated -indeplist- suggested by Nick): stepwise ... matrix b=e(b) local xlist_`i': colnames b Phil On 31/08/2012, at 6:47 PM, Eveline Nuesch wrote: > I am using "stepwise" to perform variable selection in logistic > regression in 200 simulated datasets. I would like to automatically get > a list of names of the variables selected (potentially different in each > dataset) to run subsequent regressions. > > Does "stepwise" save this somewhere? If yes, how can I access it? > > *My code so far: > > foreach i in 1/200 { > use data_`i', clear > stepwise , pr(.05): logistic y x1 x2 x3 x4 x5 // selects predictor > variables (e.g. x2 x3 x5) > local xlist_`i' ??? // How can I get this list in an automated > fashion? > logistic y* `xlist' > } > > Any ideas or suggestions are very much appreciated. > Many thanks. > Eveline Nüesch > * > * 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/ * * 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/