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Exogenous List for OLS

Posted: Thu Mar 17, 2011 2:06 am
by Jun
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

Re: Exogenous List for OLS

Posted: Thu Mar 17, 2011 3:54 am
by trubador
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)

Re: Exogenous List for OLS

Posted: Thu Mar 17, 2011 11:40 pm
by Jun
Thanks! It works.