View or create design matrix?

[Leonardo Guizzetti]

I wonder if anyone knows how to view/extract the implied design matrix for a given regression model specification?

[Andrew Musau]

Isn't that just the matrix containing your regressors and possibly constant?

[Leonardo Guizzetti]

It is, but this would need expansion for categorical variables and interactions, if any. It can be extended to include multilevel structures, too. I don't think it's a difficult concept but I was hoping to find an automated solution make it for me. Perhaps I need to be a bit less lazy.

[Andrew Musau]

I do not know an automatic way of generating this matrix. You can always use the -xi- prefix to create indicators.

sysuse auto, clear
qui regress price mpg weight i.rep78, nocons
xi: mkmat mpg weight i.rep78 if e(sample), matrix(X)
mat l X

[Leonardo Guizzetti]

Thanks Andrew, that's pretty helpful.