Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Find all subsets of variables


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Find all subsets of variables
Date   Wed, 24 Sep 2008 16:25:19 +0200

Also note -stepwise- and -nestreg- as similar commands. A related question
would be how one could capture model selection criteria (adjusted R square)
for the regressions run on the covariate combinations thrown up by
-selectvars-:

**********
cap ssc inst selectvars
sysuse auto, clear

selectvars headroom trunk length

foreach v in `r(varlist)'{
          regress mpg `v'
   }
**********

The -postfile- suite of commands is an obvious solution, but I imagine there
are more convenient ways to do it...

HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of junin
Sent: Wednesday, September 24, 2008 4:01 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Find all subsets of variables

Dear all,

i want to find out all subsets of a given set of variables for model
testing. As an example:

A set of variables var1 var2 var3 var4 should give me:
var1 var2 var3 var4
var1 var2 var3
var1 var2 var4
var1 var3 var4
var1 var4
var1
var2 var3 var4

and so forth.

I would like to test all possible model configurations. Is there a
command in Stata, which could be convenient to use?

Thank you for any help,

dirk
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index