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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

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.... Nick n.j.cox@durham.ac.uk 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 using > > -bsample- with one of the xt-regression models. For each iteration of > > the bootstrap, I had been blissfully saving the coefficient estimates > > using e(b) which was supposed to have 11 components. Then I discovered > > 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 gives > > 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). * * 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/

**References**:**st: which variables are in the model?***From:*"Feiveson, Alan H. (JSC-SK311)" <Alan.H.Feiveson@nasa.gov>

**st: RE: which variables are in the model?***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**Re: st: RE: which variables are in the model?***From:*Robert A Yaffee <bob.yaffee@nyu.edu>

**Re: st: RE: which variables are in the model?***From:*Robert A Yaffee <bob.yaffee@nyu.edu>

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