Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Looping over variables in more than one group


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Looping over variables in more than one group
Date   Wed, 7 Mar 2012 08:34:35 +0000

Before you even think of how to implement this, do the combinatorics
of how many models this implies.

So, for example,

. di 30^4
810000

. di 5^4
625

Then bump up those numbers adding in the null choices, i.e. no
variable from each group, as well.

So you would need not only to do the looping but to ponder what it
implies in terms of gathering results from thousands of models,
finding the "best", whatever that means, including the implications
for how you think about the resulting P-values, etc.

Nick

On Tue, Mar 6, 2012 at 10:01 PM, jaweria seth <jaweriaseth@gmail.com> wrote:

> I would like to run regressions with up to 4 different variables. My
> variables are separated into 4 groups with 5-30 variables in each
> group. I would like to run regression combos of different variables to
> find the best model:
> How do I regress my y variable on 1 variable from group 1 and 1 from
> group 2 and loop through different combos of each?
> for ex:
> regress Yvariable Group1 Group2
>
> Then I would like to add a variable from group 3, and so on..
*
*   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   |   Site index