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From |
"Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: RE: RE: RE: Find all subsets of variables |

Date |
Wed, 24 Sep 2008 12:54:16 -0500 |

Yes - I agree that brute-force search is not feasible with that many combinations. I agree that some kind of pre-processing must be done to limit the number of variables. Al -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Lachenbruch, Peter Sent: Wednesday, September 24, 2008 11:27 AM To: statalist@hsphsun2.harvard.edu Subject: st: RE: RE: RE: Find all subsets of variables With a large list of variables and fairly large subset size (e.g., number of variables, p, is 50 and subset size is 15) this could be fairly time-consuming (my guess) - it is 2.25x10^12 sets. Alan - do you have any ideas on the time required for this? Am I nuts? This says nothing about the amount of output... 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 Feiveson, Alan H. (JSC-SK311) Sent: Wednesday, September 24, 2008 7:52 AM To: statalist@hsphsun2.harvard.edu Subject: st: RE: RE: Find all subsets of variables also see tryem ssc des tryem This will run most estimation commands for a given subset size (as opposed to all subsets), but also allows for user-defined criteria to select the "best" subset. Al Feiveson -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss Sent: Wednesday, September 24, 2008 9:25 AM To: statalist@hsphsun2.harvard.edu Subject: st: RE: Find all subsets of variables 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/ * * 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/ * * 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/

**References**:**st: Find all subsets of variables***From:*junin <dv.junin@gmail.com>

**st: RE: Find all subsets of variables***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**st: RE: RE: Find all subsets of variables***From:*"Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>

**st: RE: RE: RE: Find all subsets of variables***From:*"Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>

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