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RE: st: Find all subsets of variables


From   "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Find all subsets of variables
Date   Wed, 24 Sep 2008 09:34:11 -0700

I think the same problem exists - you get a billion line output (with 50
vars and subset size of 10).  I think SAS had something like this, but
displayed only the 'best' one.  

This suggests to me a) know a lot about your data before doing this; b)
look for small subsets; or c) use some sort of stepwise (and penalized)
procedure (AIC or BIC or Mallows' Cp).

We're talking the art of statistical analysis now.

Tony

Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Friedrich
Huebler
Sent: Wednesday, September 24, 2008 8:07 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Find all subsets of variables

Dirk,

. ssc d allpossible

Friedrich

On Wed, Sep 24, 2008 at 10:00 AM, junin <dv.junin@gmail.com> wrote:
> 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
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