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st: Stata: Command for F-Test Iterations in Stata 9


From   "Ii Elliott" <ellioiv@auburn.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Stata: Command for F-Test Iterations in Stata 9
Date   Tue, 31 Oct 2006 14:23:17 -0600

I was told by a professor that Stata 9 has the ability to iterate out a
series of F-tests automatically, and tell you which form of your model
is the best. 

For example, you had a model with seven independent variables, and after
manually computing all these F-tests, you discover that one combination
of 5 of those variables is the best. 

The command I referring to supposedly has Stata 9 determine which is the
optimal model, with Stata telling you which independent variables to
pick for the optimal condition. 

I've searched what's new in Stata 9 on the Stata Homepage, and I've
searched the help documentation thoroughly, but I can find no mention of
such a command.

Is anyone aware of such a command ? 

Many thanks, 

Vaughn Elliott II
Auburn University

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