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st: Selecting Best Regression Equation using STATA

From   wildscop <>
Subject   st: Selecting Best Regression Equation using STATA
Date   Tue, 06 Apr 2004 00:34:11 +0600

Dear all,

Does STATA provide any command to form any of the following procedures to find Best Regression Equation -

1. 'All Possible Regressions Procedures' (is there any automated command to perform 2^p regressions and ordering according to criteria R2(adj), mallows Cp, s2- by not setting all the regression models manually),

2. 'Backward Elimination Procedure' ,

3. 'Forward Selection Procedure' ,

4. 'Stepwise Regression Procedure' (as SAS's PROC REG /METHOD = STEPWISE / FORWARD / BACKWARD which methods are also available in SPSS) or

5. 'Best subset selection (as MINITAB's BREG - BEST k command)'.

Any response / help / comment / suggestion / idea / web-link / replies will be greatly appreciated.

Thanks in advance for your time.


Mohammad Ehsanul Karim <>
Institute of Statistical Research and Training
University of Dhaka, Dhaka- 1000, Bangladesh

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