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Re: st: Selecting Best Regression Equation using STATA


From   vinkwai wong <0034058@fudan.edu.cn>
To   "statalist@hsphsun2.harvard.edu" <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.
>
>Thanks in advance for your time.
>
>_______________________
>
>Mohammad Ehsanul Karim <wildscop@yahoo.com>
>Institute of Statistical Research and Training
>University of Dhaka, Dhaka- 1000, Bangladesh
>_______________________ 
>
>
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               vinkwai wong
               0034058@fudan.edu.cn
					2004-04-06 

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