A list of selected variables after stepwise

[Pär-Ola Bendahl]

Hi!

The Stata command lasso saves a list of the selected variables in the macro e(allvars_sel). I would like the same feature after stepwise. Is it possible to extract a list of selected variables after stepwise? If so, how?

/Pär-Ola Bendahl

[Nick Cox]

There may be an easier way to do it, but here is one method after running stepwise which works with say regress:

local wanted : colnames e(b)
local wanted : subinstr local wanted "_cons" "", all

For other commands you may need to do more work.

[Pär-Ola Bendahl]

Thanks Nick! Nice solution which works for my purpose. Exactly what I wanted. /Pär-Ola Bendahl