I am moving to Stata from SPSS. We have a somewhat special situation, where
we frequently work on exploratory data, and have in the past used SPSS'
stepwise regression to isolate key variables from a list of about 60-90
variables as a way to guide our path analysis. (We do not solely rely on
regression but do use it to help lead us to key "unique variance"
questions.)
Stata's stepwise regression does not give us any indication of increase in
R2 for each model, adding variables in, though we could manually do this at
a great increase in time. Indeed, I've now spent several hours looking at
various solutions, including stepwise regress, rsquare, pathreg, etc. and
haven't found anything that goes through all the various potential
combinations and spits out a number of models, with total R2, R2
contributed by each new entry, and the various coefficients and betas
involved with each. Is this possible in Stata?
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