Struggling with from() option in logit when calling a stored matrix

[Taya Collyer]

Hello folks,

I am trying to execute Joseph Coveney's excellent answer to this question in my own code: https://www.statalist.org/forums/for...tic-regression

I am trying to:

1. Fit a logit model via lasso, and store the selected variables in a global called selvars,
2. fit a firthlogit using this global and store the matrix e(b) as B for later use
3. quietly logit the same model, using the from() option (with the aim of subsequently using some postestimation commands)

No matter what I do, I am getting a "varlist not allowed" error in the third step. If I remove the from() option the code does run, but obviously this is not what I am after.

A reproducible example is below, the final line draws the error. Many thanks!

 *ssc install firthlogit 
sysuse auto 
lasso logit foreign price mpg rep78 headroom trunk weight
di e(othervars_sel)
global selvars = e(othervars_sel)
firthlogit foreign $selvars 
matrix define B = e(b)
matrix list B
quietly logit foreign ``selvars'', asis iterate(0) from(`B', copy) nolog

[Andrew Musau]

quietly logit foreign ``selvars'', asis iterate(0) from(`B', copy) nolog

You are unilaterally changing quite a bit of the code - highlighted.

 *ssc install firthlogit 
sysuse auto, clear
lasso logit foreign price mpg rep78 headroom trunk weight
di e(othervars_sel)
global selvars = e(othervars_sel)
firthlogit foreign $selvars 
matrix define B = e(b)
matrix list B
logit foreign $selvars, asis iterate(0) from(B, copy) nolog

[Taya Collyer]

Thank you Andrew!