El 16/07/11 02:46, Cottrell, Allin escribió:

On Fri, Jul 15, 2011 at 11:37 AM, Ignacio Diaz-Emparanza
<ignacio.diaz-emparanza@ehu.es> wrote:

Is there any way of saving in a list the significative variables that
results after the 'omit --auto' command?

I tried

<hansl>
ols Y const X1 X2 (...etc)
omit --auto
list uvar=$xlist
</hansl>

but I am seeing that $xlist maintains the variables from the initial
regression.

Were any variables in fact omitted in this case? I just tried

<hansl>
open data4-10
ols 1 0 2 3 4 5 6
list XL1 = $xlist
list XL1 print
omit --auto
list XL2 = $xlist
list XL2 print
</hansl>

and got output for the two lists:

? XL1
const CATHOL PUPIL WHITE ADMEXP REV
? XL2
const CATHOL WHITE

Allin Cottrell
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Yes there were omitted variables. I am seeing that I can repeat your script obtaining your same results, but with my data the lists of variables generadted before and after the 'omit' command is the same. Here are my results:

<output>
? m1_ols <- ols renta2006 const capital l_regre l_regre2

m1_ols:
OLS, using observations 1-250 (n = 192)
Missing or incomplete observations dropped: 58
Dependent variable: renta2006

                   coefficient    std. error   t-ratio   p-value
---------------------------------------------------------------
const            14639.2        3270.20       4.477    1.69e-05 ***
capital            224.908      1136.41       0.1979   0.8434
pibpc06              0.258699      0.190965   1.355    0.1780
GasT06_pc           -7.69157      11.9757    -0.6423   0.5219
GasCo06_pc           8.53812      11.8751     0.7190   0.4735
GasCa06_pc           7.92740      11.7618     0.6740   0.5016
EstIndu06_pc        -9.56127      19.6812    -0.4858   0.6280
EstCons06_pc      -193.165       116.651     -1.656    0.1002
EstCom06_pc        219.689       107.176      2.050    0.0425   **
EstHos06_pc       -424.834       225.760     -1.882    0.0622   *
EstTrans06_pc      195.715       127.908      1.530    0.1285
EstInte06_pc      -143.172       173.804     -0.8238   0.4116
EstOt06_pc          58.0083       98.6155     0.5882   0.5574
Emp_Ind06_pc    -23587.9       16585.1       -1.422    0.1575
Emp_Con06_pc      5984.31      28232.8        0.2120   0.8325
Emp_Com06_pc    -19324.2       14823.1       -1.304    0.1947
Emp_Hos06_pc     41439.1       15985.1        2.592    0.0107   **
Emp_Tra06_pc    -47031.9       17412.0       -2.701    0.0079   ***
Emp_Fin06_pc     14045.7       33464.9        0.4197   0.6754
Emp_OtS06_pc    -32297.9       23291.0       -1.387    0.1680
Turis06_pc        1552.10       2171.71       0.7147   0.4761
Carga06_pc       -4249.79      10086.2       -0.4213   0.6742
Par06_pc        -62827.9       42745.2       -1.470    0.1441
Vpibpc06            -0.491249      0.210508 -2.334    0.0212   **
Gpibpc06            -0.198664      0.219040 -0.9070   0.3662
VGasT06_pc           3.35718      12.4759     0.2691   0.7883
GGasT06_pc           8.61628      12.1692     0.7080   0.4802
VGasCo06_pc         -6.22659      12.4701    -0.4993   0.6184
GGasCo06_pc        -10.4315       12.2720    -0.8500   0.3969
VGasCa06_pc         -3.75115      12.2763    -0.3056   0.7604
GGasCa06_pc         -8.71743      11.9407    -0.7301   0.4667
VEstIndu06_pc       31.8290       34.6712     0.9180   0.3604
GEstIndu06_pc       -9.36813      35.8057    -0.2616   0.7940
VEstCons06_pc      104.586       127.755      0.8186   0.4145
GEstCons06_pc      148.486       130.305      1.140    0.2567
VEstCom06_pc      -439.383       120.983     -3.632    0.0004   ***
GEstCom06_pc      -209.136       125.003     -1.673    0.0968   *
VEstHos06_pc       669.718       262.448      2.552    0.0119   **
GEstHos06_pc       292.417       285.704      1.023    0.3080
VEstTrans06_pc    -250.131       141.168     -1.772    0.0789   *
GEstTrans06_pc    -264.133       156.396     -1.689    0.0937   *
VEstInte06_pc      477.038       177.869      2.682    0.0083   ***
GEstInte06_pc      188.988       189.803      0.9957   0.3213
VEstOt06_pc       -144.880       118.941     -1.218    0.2255
GEstOt06_pc         66.9161      132.162      0.5063   0.6135
VEmp_Ind06_pc    42232.4       18274.3        2.311    0.0225   **
GEmp_Ind06_pc    20613.5       19048.4        1.082    0.2813
VEmp_Con06_pc    13433.7       28989.7        0.4634   0.6439
GEmp_Con06_pc     -622.595     31859.7       -0.01954 0.9844
VEmp_Com06_pc    40153.2       16791.7        2.391    0.0183   **
GEmp_Com06_pc    19805.3       17162.1        1.154    0.2507
VEmp_Hos06_pc    -9065.46      23261.2       -0.3897   0.6974
GEmp_Hos06_pc   -55686.8       26272.7       -2.120    0.0360   **
VEmp_Tra06_pc    64215.9       18688.7        3.436    0.0008   ***
GEmp_Tra06_pc    41811.2       26335.8        1.588    0.1149
VEmp_Fin06_pc   -28930.0       33943.7       -0.8523   0.3957
GEmp_Fin06_pc   -13553.8       37773.6       -0.3588   0.7203
VEmp_OtS06_pc    60313.6       25886.5        2.330    0.0214   **
GEmp_OtS06_pc    25153.2       26955.1        0.9332   0.3525
VTuris06_pc      -1845.25       2222.83      -0.8301   0.4080
GTuris06_pc      -1335.91       2177.28      -0.6136   0.5406
VCarga06_pc       7311.69      10319.5        0.7085   0.4799
GCarga06_pc       3156.57      10110.4        0.3122   0.7554
VPar06_pc        43704.9       48815.4        0.8953   0.3723
GPar06_pc        54771.8       49922.0        1.097    0.2747
VConst            2431.35       3452.94       0.7041   0.4827
GConst            -419.475      3655.47      -0.1148   0.9088

Mean dependent var   14207.78   S.D. dependent var   1869.337
Sum squared resid    2.41e+08   S.E. of regression   1387.303
R-squared            0.639551   Adjusted R-squared   0.449233
F(66, 125)           3.360446   P-value(F)           2.76e-09
Log-likelihood      -1620.377   Akaike criterion     3374.754
Schwarz criterion    3593.007   Hannan-Quinn         3463.148

Excluding the constant, p-value was highest for variable 235 (GEmp_Con06_pc)

m1_ols saved
? list XL1 = $xlist
Generated list XL1
? list XL1 print
const capital pibpc06 GasT06_pc GasCo06_pc GasCa06_pc EstIndu06_pc \
EstCons06_pc EstCom06_pc EstHos06_pc EstTrans06_pc EstInte06_pc \
EstOt06_pc Emp_Ind06_pc Emp_Con06_pc Emp_Com06_pc Emp_Hos06_pc \
Emp_Tra06_pc Emp_Fin06_pc Emp_OtS06_pc Turis06_pc Carga06_pc Par06_pc \
Vpibpc06 Gpibpc06 VGasT06_pc GGasT06_pc VGasCo06_pc GGasCo06_pc \
VGasCa06_pc GGasCa06_pc VEstIndu06_pc GEstIndu06_pc VEstCons06_pc \
GEstCons06_pc VEstCom06_pc GEstCom06_pc VEstHos06_pc GEstHos06_pc \
VEstTrans06_pc GEstTrans06_pc VEstInte06_pc GEstInte06_pc VEstOt06_pc \
GEstOt06_pc VEmp_Ind06_pc GEmp_Ind06_pc VEmp_Con06_pc GEmp_Con06_pc \
VEmp_Com06_pc GEmp_Com06_pc VEmp_Hos06_pc GEmp_Hos06_pc VEmp_Tra06_pc \
GEmp_Tra06_pc VEmp_Fin06_pc GEmp_Fin06_pc VEmp_OtS06_pc GEmp_OtS06_pc \
VTuris06_pc GTuris06_pc VCarga06_pc GCarga06_pc VPar06_pc GPar06_pc \
VConst GConst
? omit --auto

Sequential elimination using two-sided alpha = 0.10

Dropping GEmp_Con06_pc    (p-value 0.984)
Dropping GConst           (p-value 0.895)
Dropping capital          (p-value 0.823)
Dropping VGasT06_pc       (p-value 0.804)
Dropping GEstIndu06_pc    (p-value 0.834)
Dropping GCarga06_pc      (p-value 0.747)
Dropping GEmp_Fin06_pc    (p-value 0.713)
Dropping Emp_Fin06_pc     (p-value 0.799)
Dropping VGasCa06_pc      (p-value 0.568)
Dropping VEmp_Hos06_pc    (p-value 0.605)
Dropping Emp_Con06_pc     (p-value 0.588)
Dropping GEstOt06_pc      (p-value 0.479)
Dropping GTuris06_pc      (p-value 0.476)
Dropping EstInte06_pc     (p-value 0.444)
Dropping VTuris06_pc      (p-value 0.324)
Dropping Turis06_pc       (p-value 0.478)
Dropping Carga06_pc       (p-value 0.694)
Dropping EstOt06_pc       (p-value 0.227)
Dropping VEstCons06_pc    (p-value 0.248)
Dropping GEstCons06_pc    (p-value 0.337)
Dropping GEmp_Com06_pc    (p-value 0.445)
Dropping GEmp_OtS06_pc    (p-value 0.533)
Dropping Gpibpc06         (p-value 0.751)
Dropping GEmp_Tra06_pc    (p-value 0.438)
Dropping Emp_Com06_pc     (p-value 0.321)
Dropping VConst           (p-value 0.308)
Dropping VEstOt06_pc      (p-value 0.438)
Dropping GPar06_pc        (p-value 0.211)
Dropping GEstTrans06_pc   (p-value 0.393)
Dropping EstTrans06_pc    (p-value 0.726)
Dropping VPar06_pc        (p-value 0.347)
Dropping VEstTrans06_pc   (p-value 0.355)
Dropping GEstCom06_pc     (p-value 0.282)
Dropping GEmp_Ind06_pc    (p-value 0.279)
Dropping Par06_pc         (p-value 0.141)
Dropping GEstHos06_pc     (p-value 0.126)

Model 2: OLS, using observations 1-250 (n = 192)
Missing or incomplete observations dropped: 58
Dependent variable: renta2006

                  coefficient     std. error    t-ratio p-value
---------------------------------------------------------------
const           15135.2          517.080      29.27    2.34e-66 ***
pibpc06             0.0905194      0.0330375   2.740   0.0068   ***
GasT06_pc          -7.08718        2.86912    -2.470   0.0145   **
GasCo06_pc          6.78625        3.00902     2.255   0.0255   **
GasCa06_pc          7.09263        2.87351     2.468   0.0146   **
EstIndu06_pc      -20.3169         7.95165    -2.555   0.0115   **
EstCons06_pc      -98.3470        21.5002     -4.574   9.49e-06 ***
EstCom06_pc        36.0169        17.2788      2.084   0.0387   **
EstHos06_pc      -152.694         60.9441     -2.505   0.0132   **
Emp_Ind06_pc    -7042.73        2985.53       -2.359   0.0195   **
Emp_Hos06_pc    33214.6         7775.64        4.272   3.31e-05 ***
Emp_Tra06_pc   -13461.2         6337.52       -2.124   0.0352   **
Emp_OtS06_pc   -12023.7         4034.46       -2.980   0.0033   ***
Vpibpc06           -0.330523       0.0836043 -3.953   0.0001   ***
GGasT06_pc          7.87246        3.26083     2.414   0.0169   **
VGasCo06_pc        -1.56709        0.836233   -1.874   0.0627   *
GGasCo06_pc        -8.21540        3.45846    -2.375   0.0187   **
GGasCa06_pc        -7.56213        3.27700    -2.308   0.0223   **
VEstIndu06_pc      45.3765        25.9637      1.748   0.0824   *
VEstCom06_pc     -253.867         50.2312     -5.054   1.16e-06 ***
VEstHos06_pc      404.973        119.907       3.377   0.0009   ***
VEstInte06_pc     337.274         37.2952      9.043   4.66e-16 ***
GEstInte06_pc      77.9347        41.3700      1.884   0.0614   *
VEmp_Ind06_pc   26611.5         7197.75        3.697   0.0003   ***
VEmp_Con06_pc   19243.0         6553.58        2.936   0.0038   ***
VEmp_Com06_pc   21961.8         7255.67        3.027   0.0029   ***
GEmp_Hos06_pc -45979.9        15967.2        -2.880   0.0045   ***
VEmp_Tra06_pc   28686.6         8682.05        3.304   0.0012   ***
VEmp_Fin06_pc -16798.0         4463.15       -3.764   0.0002   ***
VEmp_OtS06_pc   40182.0        10340.9         3.886   0.0001   ***
VCarga06_pc      1209.91         729.530       1.658   0.0992   *

Mean dependent var   14207.78   S.D. dependent var   1869.337
Sum squared resid    2.82e+08   S.E. of regression   1323.776
R-squared            0.577286   Adjusted R-squared   0.498520
F(30, 161)           7.329075   P-value(F)           7.76e-18
Log-likelihood      -1635.674   Akaike criterion     3333.348
Schwarz criterion    3434.331   Hannan-Quinn         3374.247

Comparison of Model 1 and Model 2:

Null hypothesis: the regression parameters are zero for the variables
    capital, EstTrans06_pc, EstInte06_pc, EstOt06_pc, Emp_Con06_pc,
    Emp_Com06_pc, Emp_Fin06_pc, Turis06_pc, Carga06_pc, Par06_pc,
    Gpibpc06, VGasT06_pc, VGasCa06_pc, GEstIndu06_pc, VEstCons06_pc,
    GEstCons06_pc, GEstCom06_pc, GEstHos06_pc, VEstTrans06_pc, GEstTrans06_pc,
    VEstOt06_pc, GEstOt06_pc, GEmp_Ind06_pc, GEmp_Con06_pc, GEmp_Com06_pc,
    VEmp_Hos06_pc, GEmp_Tra06_pc, GEmp_Fin06_pc, GEmp_OtS06_pc, VTuris06_pc,
    GTuris06_pc, GCarga06_pc, VPar06_pc, GPar06_pc, VConst, GConst

Test statistic: F(36, 125) = 0.599797, with p-value = 0.96105
Of the 3 model selection statistics, 3 have improved.

? list XL2 = $xlist
Generated list XL2
? list XL2 print
const capital pibpc06 GasT06_pc GasCo06_pc GasCa06_pc EstIndu06_pc \
EstCons06_pc EstCom06_pc EstHos06_pc EstTrans06_pc EstInte06_pc \
EstOt06_pc Emp_Ind06_pc Emp_Con06_pc Emp_Com06_pc Emp_Hos06_pc \
Emp_Tra06_pc Emp_Fin06_pc Emp_OtS06_pc Turis06_pc Carga06_pc Par06_pc \
Vpibpc06 Gpibpc06 VGasT06_pc GGasT06_pc VGasCo06_pc GGasCo06_pc \
VGasCa06_pc GGasCa06_pc VEstIndu06_pc GEstIndu06_pc VEstCons06_pc \
GEstCons06_pc VEstCom06_pc GEstCom06_pc VEstHos06_pc GEstHos06_pc \
VEstTrans06_pc GEstTrans06_pc VEstInte06_pc GEstInte06_pc VEstOt06_pc \
GEstOt06_pc VEmp_Ind06_pc GEmp_Ind06_pc VEmp_Con06_pc GEmp_Con06_pc \
VEmp_Com06_pc GEmp_Com06_pc VEmp_Hos06_pc GEmp_Hos06_pc VEmp_Tra06_pc \
GEmp_Tra06_pc VEmp_Fin06_pc GEmp_Fin06_pc VEmp_OtS06_pc GEmp_OtS06_pc \
VTuris06_pc GTuris06_pc VCarga06_pc GCarga06_pc VPar06_pc GPar06_pc \
VConst GConst
? quit
Script done
</output>

-- 
Ignacio Diaz-Emparanza 
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) 
UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO 
T.: +34 946013732 | F.: +34 946013754 
www.ea3.ehu.es