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Re: stepwise like SPSS? [was: RE: st: Means test]


From   nicola.baldini2@unibo.it
To   statalist@hsphsun2.harvard.edu
Subject   Re: stepwise like SPSS? [was: RE: st: Means test]
Date   Thu, 15 Feb 2007 15:18:18 +0100

Second- (probably third-) best solution:
Did you try package hireg from http://fmwww.bc.edu/RePEc/bocode/h ? It provides the change in the R-squared when comparing nested models -- but just that

Nicola

At 02.33 15/02/2007 -0500, David Zatz wrote:
>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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