{smcl}
{hline}
help for {cmd:factext} {right:(Roger Newson)}
{hline}
{title:Extract factor values from a {hi:label} variable created by {help parmest} or {help parmby}}
{p 8 15}{cmd:factext} [{it:newvarlist}] [{it:if}] [{it:in}] [ {cmd:,}
{cmdab:fr:om}{cmd:(}{it:varlist}{cmd:)} {cmdab:st:ring}
{cmdab:do:file}{cmd:(}{it:dofilename}{cmd:)}
{cmdab:pa:rse}{cmd:(}{it:parse_string}{cmd:)} {cmdab:fm:issing}{cmd:(}{it:newvarname}{)} ]
{title:Description}
{p}
{cmd:factext} is intended for use after the programs {help parmest} or {help parmby}, which form the {help parmest}
package and create data sets with one observation per parameter of the most recently fitted model.
It is used when the fitted model contains factors
(categorical variables), in which case some of the parameters correspond to dummy variables in the
original data set, indicating individual values of these factors. These dummy variables are usually created
by {help xi}, by {help tabulate} or by John Hendrickx's {help desmat} package.
{cmd:factext} is used to create new factors with the same names in the new data set created by {help parmest}.
These new factors can be used to make confidence interval plots and/or tables. Each new factor is assigned the
appropriate value in observations belonging to parameters belonging to the factor, and missing values
in other observations. The values of these factors are usually extracted from the {hi:label} variable in the data set
created by {help parmby} or {help parmest}. If the model contains categorical factors, then the {hi:label} variable will
have values of the form
{cmd:"}{it:factor_name}{cmd:==}{it:value}{cmd:"}
{p}
in observations belonging to parameters belonging to these factors. The names of the factors to be
re-created are specified in the {it:newvarlist} if it is present, and otherwise are specified by the
{it:factor_name}s. The factor values are specified in the {it:value}s.
{title:Options}
{p 0 4}{cmd:from(}{it:varlist}{cmd:)} specifies a list of input string variables, from which the factors
and their values are extracted. If this option is absent, then {cmd:factext} attempts to extract the
factors from a single string variable named {hi:label}. The {cmd:from()} option is used when the fitted model
contains interactions, in which case the user must create a list of new string variables from {hi:label}
and specify these as the {cmd:from()} option (see Remarks). Factor values found in later variables in the
{cmd:from()} list overwrite values for the same factors found in earlier variables in the {cmd:from()} list.
{p 0 4}{cmd:string} specifies that the factors generated will be string variables. Otherwise they will be
numeric variables.
{p 0 4}{cmd:dofile(}{it:dofilename}{cmd:)} specifies a Stata do-file to be called by {cmd:factext} after the
new factors have been created. This do-file is usually created by {help descsave}, and contains commands
to reconstruct the new factors with the storage types, display formats, value labels,
variable labels and selected characteristics of the old factors with the same names in the original data set.
{p 0 4}{cmd:parse(}{it:parse_string}{cmd:)} specifies the string used to parse the input string variables
specified in the {cmd:from()} option. This {it:parse_string} separates the {it:factor_name}s from the
{it:value}s. If absent, it defaults to {cmd:"=="}.
{p 0 4}{cmd:fmissing(}{it:newvarname}{cmd:)} specifies the name of a new binary variable to be generated,
containing missing values for observations excluded by the {help if} and {help in} qualifiers,
1 for other observations in which all the generated factors are missing, and 0 for other observations
in which at least one of the generated factors is nonmissing.
{title:Remarks}
{p}
{cmd:factext} is typically used with the {help parmest} and {help descsave} packages to create a new data set
with one observation
per parameter of the most recently fitted model, and data on the estimates, confidence intervals, P-values
and other attributes of these parameters. These data are used to create plots and/or tables.
More information about the use of {cmd:factext} in combination with {help parmest} and {help descsave}
can be found in Newson (2003).
In its default setting, with no {cmd:from()} option, {cmd:factext} can only handle labels for dummy variables
corresponding to single factors, and cannot extract higher-order interactions. If there are higher-order
interactions in the fitted model, then some of the values of {hi:label} may be of a form such as
{cmd:"}{it:factor_name1}{cmd:==}{it:value1}{cmd: & }{it:factor_name2}{cmd:==}{it:value2}{cmd:"}
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or
{cmd:"(}{it:factor_name}{cmd:==}{it:value}{cmd:)*}{it:varname}{cmd:"}
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(as created by {help xi}). In this case, the user may use the {help split} package
to split the variable {hi:label} into two or more string variables,
each possibly containing values of the form
{cmd:"}{it:factor_name}{cmd:==}{it:value}{cmd:"}
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These new string variables may then be input as the {cmd:from()} option of {cmd:factext} to extract the
{it:value}s. (See Examples below.)
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To add extra observations to the data set containing reference levels for the factors created by {cmd:factext},
use the {help factref} package.
To merge multiple factors and generate string variables containing the factor values, names and labels,
use the {help factmerg} package.
{cmd:factext} saves the returned result {cmd:r(faclist)}, containing the list of factors created.
{title:Examples}
{p}
The following examples will work with the {hi:auto} data if {help parmest} is installed. They will create confidence
interval plots of the parameters corresponding to values of the factor {cmd:rep78}.
{p 16 20}{inp:. tab rep78, gene(rep_)}{p_end}
{p 16 20}{inp:. parmby "regress mpg rep_*, noconst", label norestore}{p_end}
{p 16 20}{inp:. factext rep78}{p_end}
{p 16 20}{inp:. version 7: graph estimate min95 max95 rep78, s(O..) c(.II) xlabel}{p_end}
{p 16 20}{inp:. xi: regress mpg i.rep78}{p_end}
{p 16 20}{inp:. parmest, label norestore}{p_end}
{p 16 20}{inp:. factext}{p_end}
{p 16 20}{inp:. version 7: graph estimate min95 max95 rep78, s(O..) c(.II) xlabel ylabel yline(0)}{p_end}
{p}
The following example will work with the {hi:auto} data if {help descsave} is installed in addition
to {help parmest}. The reconstructed categorical variables {hi:rep78} and {hi:foreign} will have
the variable and value labels belonging to the variables of the same names in the original data set.
{p 16 20}{inp:. tab foreign,gene(orig_) nolab}{p_end}
{p 16 20}{inp:. tempfile tf1}{p_end}
{p 16 20}{inp:. descsave, do(`"`tf1'"', replace)}{p_end}
{p 16 20}{inp:. parmby "xi: regress mpg orig_* i.rep78, noconst", label norestore}{p_end}
{p 16 20}{inp:. factext, do(`tf1')}{p_end}
{p 16 20}{inp:. describe}{p_end}
{p 16 20}{inp:. version 7: graph estimate min95 max95 rep78, s(O..) c(.II) xlab ylab yline(0)}{p_end}
{p 16 20}{inp:. version 7: graph estimate min95 max95 foreign, s(O..) c(.II) xlab(0 1) ylab}{p_end}
{p 16 20}{inp:. list foreign rep78 estimate min95 max95 p}{p_end}
{p}
The following example demonstrates higher order interactions. It will work with the {hi:auto} data
if {help descsave} and {help split} are both installed in addition to {help parmest}.
{p 16 20}{inp:. tempfile tf1}{p_end}
{p 16 20}{inp:. descsave, do(`"`tf1'"', replace)}{p_end}
{p 16 20}{inp:. parmby "xi: regress mpg i.foreign*i.rep78", label norestore}{p_end}
{p 16 20}{inp:. split label, parse(" & ") gene(s_)}{p_end}
{p 16 20}{inp:. factext, from(s_*) do(`tf1')}{p_end}
{p 16 20}{inp:. list foreign rep78 parm estimate min95 max95 p, nodisp}{p_end}
{p}
The {help parmest} and {help descsave} packages, and the Stata 7 {help split} package written by Nick Cox,
can be installed from {help ssc:SSC}.
From Stata 8, the {help split} package has been distributed as part of official Stata.
{title:Author}
{p}
Roger Newson, Imperial College London, UK.
Email: {browse "mailto:r.newson@imperial.ac.uk":r.newson@imperial.ac.uk}
{title:References}
{p}Newson, R. 2003. Confidence intervals and {it:p}-values for delivery to the end user.
{it:The Stata Journal} 3(3): 245-269. A pre-publication draft is downloadable from
{net "from http://www.imperial.ac.uk/nhli/r.newson/":Roger Newson's website at http://www.imperial.ac.uk/nhli/r.newson/}
{title:Also see}
{p 0 10}
{bind: }Manual: {hi:[R] describe}, {hi:[R] label}, {hi:[R] tabulate}, {hi:[R] xi},
{hi:[G] connect}, {hi:[G] symbol}.
{p_end}
{p 0 10}
On-line: help for {help describe}, {help tabulate}, {help xi}, {help graph}
{break} help for {help parmest}, {help descsave}, {help split}, {help desmat}, {help factref} and/or {help factmerg} if installed
{p_end}