// postestimation command of boost : delete variables with no influence (or influence below a threshold) // command uses e(influence) from the preceding boost command // creates variable // Uses the first variable of the influence matrix. Not yet working for multiple categories (multinomial outcomes) cap program drop influence_delete program influence_delete version 14.0 syntax , [ MIN_influence(real 0) ] matrix influence = e(influence) confirm matrix e(influence) local mynames : rownames influence local k : word count `mynames' qui describe, short di "Number of variables:" `r(k)' forvalues i = 1(1)`k' { local aword : word `i' of `mynames' local this_i=influence[`i',1] if (`this_i'<=`min_influence') { // di "dropping `aword' " influence[`i',1] drop `aword' } } qui describe, short di "Number of variables after deleting variables with zero influence:" `r(k)' notes : variables with influence `min_influence' or less deleted end