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st: RE: Find all subsets of variables

From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: Find all subsets of variables
Date   Wed, 24 Sep 2008 16:25:19 +0200

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

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...


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of junin
Sent: Wednesday, September 24, 2008 4:01 PM
To: [email protected]
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
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,

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