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Re: st: Selecting Best Regression Equation using STATA
-rsqure- may give answer to your first question partly.it can tell you r-sqare and Cp for all possible regressions.but not sorted according to Cp or r-sqaure. it is just sorted by the number of indepents.
> 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 <firstname.lastname@example.org>
>Institute of Statistical Research and Training
>University of Dhaka, Dhaka- 1000, Bangladesh
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