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From | Joe Canner <jcanner1@jhmi.edu> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | RE: st: Get list of non-omitted variables after a regression |
Date | Mon, 10 Mar 2014 14:08:56 +0000 |
I interpreted Ludovico's question to refer to variables omitted because of collinearity or perfect prediction, but I didn't have a chance at the time to test a solution. Building on Paul's solution, one would have to look for variables in the regression matrix that start with "o.". For example, . sysuse auto, clear . gen length1=length . regress price displacement foreign weight length length1 // Purposely putting two identical variables in so that one will be omitted . local n : colnames e(b) . di "`n'" . local n = regexr("`n'","o\.[a-zA-Z]+","") // remove any variables starting with "o." . di "`n'" Joe Canner Johns Hopkins University School of Medicine -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Seed, Paul Sent: Monday, March 10, 2014 9:47 AM To: statalist@hsphsun2.harvard.edu Subject: Re: st: Get list of non-omitted variables after a regression The simplest solution is to get the column names off the regression matrix. *********** Start Stata code *************** sysuse auto, clear stepwise , pe(0.05) : regress price mpg rep78 headroom trunk weight length turn displacement gear_ratio foreign local n : colnames e(b) di "`n'" * If you want to lose the constant... local c _cons local n : list n-c di "`n'" * Note, I am using macro extended functions to avoid silent, automatic * truncation of macros at 245 characters whenever "=" occurs. *********** End Stata code ****************** Paul T Seed, Women's Health, KCL > Date: Sat, 8 Mar 2014 16:30:49 -0600 > From: Scott Merryman <scott.merryman@gmail.com> > Subject: Re: st: Get list of non-omitted variables after a regression > > See - _rmcoll , forcedrop - > > Scott > > > On Sat, Mar 8, 2014 at 3:38 PM, Ludovico Zaraga > <ludovico.zaraga@u.northwestern.edu> wrote: > > Hello, > > > > Is there a simple way of getting a list (in the form of a macro) of > > non-omitted variables after running a regression in Stata? I am using > > a very large number of variables, so I can't do this by hand. > > > > Thanks, > > > > Ludovico * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/