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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 14 Aug 2012 01:36:32 +0100 |

I can't comment on analogues to MAXR as I am not familiar with SAS. For counting how many of a list are in another list, you can find the intersection of two lists using : list a & b as documented at -help macrolists-. and then count them. For example, local availablex "x1 x2 x3" local usedx "x2" local inter : list availablex & usedx di `: word count `inter' Nick On Tue, Aug 14, 2012 at 1:24 AM, Thomas Sohnesen <sohnesen@gmail.com> wrote: > Thanks Nick > > For this exercise i'm not interested in the coeffiicents or their > meaning, i'm looking to find a parsimonouce model for predictions. > Any advice on a better alternative than stepwise? Doing it manually > is not really an option as we will be running a lot of different > models. Further, though my data is organized in blocks i would like to > keep single variables if they are highly correlated with my dependent > variable. I believe SAS has an alernative in MAXR. Do you know if > stata has a similar alternativ? > > Finally, no matter which alternativ we end up using, i still have the > challange of counting number of variables from each block in the final > model. Any insights on that? > > thanks and best > > Thomas > > > On Mon, Aug 13, 2012 at 5:30 PM, Nick Cox <njcoxstata@gmail.com> wrote: >> 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 * * 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/

**Follow-Ups**:**Re: st: tuples, stepwise and counting types of variables***From:*Thomas Sohnesen <sohnesen@gmail.com>

**References**:**st: tuples, stepwise and counting types of variables***From:*Thomas Sohnesen <sohnesen@gmail.com>

**Re: st: tuples, stepwise and counting types of variables***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: tuples, stepwise and counting types of variables***From:*Thomas Sohnesen <sohnesen@gmail.com>

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