save regression results for margins ploting

[Neo Zhou]

My question is straightforward. Could Stata save regression results so that I do not have to re-run the model when trying to use margins and marginsplot commands?

[Clyde Schechter]

Yes. If you want to save them in memory during a Stata working session, read -help estimates store- and -help estimates restore- for details. If you want to save the regression results to a file on disk, read -help estimates save- and -help estimates use-.

[Neo Zhou]

Yes. If you want to save them in memory during a Stata working session, read -help estimates store- and -help estimates restore- for details. If you want to save the regression results to a file on disk, read -help estimates save- and -help estimates use-.

Yes. This is what I am looking for. Thanks. They save a lot of time.

[Neo Zhou]

Yes. If you want to save them in memory during a Stata working session, read -help estimates store- and -help estimates restore- for details. If you want to save the regression results to a file on disk, read -help estimates save- and -help estimates use-.

A follow-up question. I saved the regression results, but when I try -margins- and -marginsplot- after using the saved results, I got an error "e(sample) does not identify the estimation sample". Did I miss some steps? My codes are as follow:

use https://www.stata-press.com/data/r17/nhanes2, clear
reg bpsystol agegrp##sex
estimates save "$results/nhanes2_model_results", replace

estimates use "$results/nhanes2_model_results"
reg
margins agegrp
marginsplot

[Clyde Schechter]

Yes, in the help file for -estimates- you will see:

After estimates use filename, e(sample) is set to contain 0, meaning that none of the observations currently
in memory was used in obtaining the estimates.

So, you have to use the -estimates esample:- command to re-define the estimation sample so that -margins- can use it. In -help estimates save- about halfway down you will find the links for setting and resetting e(sample). There you will find the syntactic details.

[Neo Zhou]

Yes, in the help file for -estimates- you will see:


So, you have to use the -estimates esample:- command to re-define the estimation sample so that -margins- can use it. In -help estimates save- about halfway down you will find the links for setting and resetting e(sample). There you will find the syntactic details.

I checked the help file and other discussions, but still have not figured out how to perform marginsplot from stored regression results. The background is that the regression takes a long time to finish, if I can store the regression results on disk and restore them, then perfrom marginsplot, that will save a lot of time. Could you please make some edits to my previous code to make it work? Thanks.

[Clyde Schechter]

use https://www.stata-press.com/data/r17/nhanes2, clear
reg bpsystol agegrp##sex
estimates save "nhanes2_model_results", replace

estimates use "nhanes2_model_results"
estimates esample: bpsystol agegrp sex
margins agegrp
marginsplot

Note: I removed the $results from your pathname because you never defined it in the code you posted. So I just saved the estimates in the current working directory instead. But you can put $results back in--that change had nothing to do with the problem you were having.

[Neo Zhou]

use https://www.stata-press.com/data/r17/nhanes2, clear
reg bpsystol agegrp##sex
estimates save "nhanes2_model_results", replace

estimates use "nhanes2_model_results"
estimates esample: bpsystol agegrp sex
margins agegrp
marginsplot

Note: I removed the $results from your pathname because you never defined it in the code you posted. So I just saved the estimates in the current working directory instead. But you can put $results back in--that change had nothing to do with the problem you were having.

Yes, it worked. Thanks.