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

st: Selecting Best Regression Equation using STATA


From   wildscop <appstat@hotpop.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Selecting Best Regression Equation using STATA
Date   Tue, 06 Apr 2004 00:34:11 +0600

Dear all,

Does STATA provide any command to form any of the following procedures to find Best Regression Equation -

1. 'All Possible Regressions Procedures' (is there any automated command to perform 2^p regressions and ordering according to criteria R2(adj), mallows Cp, s2- by not setting all the regression models manually),

2. 'Backward Elimination Procedure' ,

3. 'Forward Selection Procedure' ,

4. 'Stepwise Regression Procedure' (as SAS's PROC REG /METHOD = STEPWISE / FORWARD / BACKWARD which methods are also available in SPSS) or

5. 'Best subset selection (as MINITAB's BREG - BEST k command)'.


Any response / help / comment / suggestion / idea / web-link / replies will be greatly appreciated.

Thanks in advance for your time.

_______________________

Mohammad Ehsanul Karim <wildscop@yahoo.com>
Institute of Statistical Research and Training
University of Dhaka, Dhaka- 1000, Bangladesh
_______________________

*
* 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