Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: best subsets logistic regression


From   Joseph Coveney <jcoveney@bigplanet.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: best subsets logistic regression
Date   Mon, 07 Apr 2003 22:35:02 +0900

ann e fitzmaurice posted:

--------------------------------------------------------------------------------

i have been asked by a colleague if it is possible to do 'best subsets' modelling in 
logistic regression

my question is therefore - can this be achieved in stata and how is it achieved

--------------------------------------------------------------------------------

There is a textbook example of Stata performing best subsets logistic regression at

http://www.ats.ucla.edu/stat/stata/examples/alr2/alr2stata4.htm#heading4

I'm not sure how best subsets modeling differs in principle from stepwise regression, but 
there are some programs that might be helpful to take a look at and that might help 
automate the process, for example, Stata's official -sw-.  Also, take a look at Nick Cox's 
-allpossible- / -glmcorr-.  Although Al Feiveson's -tryem- is written for linear regression, 
examining the ado-file for it might give some ideas for writing analogous code for 
logistic regression.

Joseph Coveney


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index