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Re: st: Best subset in multiple regression


From   Joseph Coveney <jcoveney@bigplanet.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Best subset in multiple regression
Date   Sun, 20 Jul 2003 12:00:48 +0900

Rubén Roa asked:

> Does anybody if we can perform the best subset in multiple regression.
> Last year I found the commands but I lost them. Could anybody help me
> with this. Thanks in advance. 

Al Feiveson wrote -tryem- some time ago, and Nick Cox wrote -allpossible- more 
recently.  -findit tryem- or -findit allpossible-.  

See also,  "What are some of the problems with stepwise regression?" at 
www.stata.com/support/faqs/stat/stepwise.html

Joseph Coveney




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