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Re: st: tuples, stepwise and counting types of variables


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: tuples, stepwise and counting types of variables
Date   Mon, 13 Aug 2012 22:30:11 +0100

I belong to a club which is dedicated to advising people against using
-stepwise-. A -search- will find an FAQ on this question.

I'd look at -nestreg- instead.

Nick

On Mon, Aug 13, 2012 at 10:18 PM, Thomas Sohnesen <sohnesen@gmail.com> wrote:

> I have a number of "groups" of variables as examplified below.
>
>
> local gr1  x1 x2 x3 x4
>
> local gr2  x5 x6 x7 x8
>
> local gr3  x9 x10 x11 x12 x13 x14 x15
>
> local gr4    x16 x17
>
>
>
> I run stepwise regressions for all the combinations of these groups
> using tuples.
>
> tuples "`gr1'" "`gr2'" "`gr3'" "`gr4'" , display
>
>                 forval i = 1/`ntuples' {
>
>  qui stepwise, pr(0.05):  regress y `tuple`i''
>
> }
>
>
>
> Now i would like to count how many variables from each group that
> stayed in the step wise model.
>
>
>
> For instance in the stepwise regression of gr1 and gr2  (ei x1 x2 x3
> x4   x5 x6 x7 x8) only x3 x4   x5 was included in the regression.  I
> would then like an output along the lines of:
>
> Model     Num_var_gr1     num_var_gr2  num_var_gr3  num_var_gr4
>
> gr2 gr3        1                           2                     0
>                 0
>
> gr2 gr4
>
> gr1 gr2
>
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