# Re: st: Selecting Best Regression Equation using STATA

 From vinkwai wong <0034058@fudan.edu.cn> To "statalist@hsphsun2.harvard.edu" Subject Re: st: Selecting Best Regression Equation using STATA Date Tue, 06 Apr 2004 09:52:45 +0800

```wildscop,

-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.

>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.
>
>
>_______________________
>
>Institute of Statistical Research and Training
>University of Dhaka, Dhaka- 1000, Bangladesh
>_______________________
>
>
>*
>*   For searches and help try:
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>*   http://www.stata.com/support/statalist/faq
>*   http://www.ats.ucla.edu/stat/stata/

= = = = = = = = = = = = = = = = = = = =

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vinkwai wong
0034058@fudan.edu.cn
2004-04-06

*
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```