Exogenous List for OLS

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Jun
Posts: 12
Joined: Tue Mar 15, 2011 7:06 pm

Exogenous List for OLS

Postby Jun » Thu Mar 17, 2011 2:06 am

Hi,

What's the exogenous command for the NAMES of the independent variables in a regression?
E.g. @coefs for coefficients, @tstats for t-stats, @rbar2 for adjusted r-squared

trubador
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Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: Exogenous List for OLS

Postby trubador » Thu Mar 17, 2011 3:54 am

You are looking for @varlist, which will give you the list of both dependent and independent variables. You can also create a string vector, if you prefer to see the variables in rows:

Code: Select all

svector vlist = @wsplit(eq01.@varlist)

Jun
Posts: 12
Joined: Tue Mar 15, 2011 7:06 pm

Re: Exogenous List for OLS

Postby Jun » Thu Mar 17, 2011 11:40 pm

Thanks! It works.


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