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From | José Luis Chávez Calva <josechc@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: RE: Regressions with combinatorial of variables |
Date | Tue, 1 Feb 2011 17:37:06 -0600 |
Thanks Keith, I'm going to implement it to see if it works for my model. Best regards. JL 2011/2/1 Keith Dear <Keith.Dear@anu.edu.au>: > José, > I think this does what you want: > > > * set up some data with weak relationships > glo N 131 // number of x-variables > set obs 256 > forval i=1/$N { > gen var`i'=runiform() > } > egen Y = rsum(var*) // outcome variable > replace Y = 0.2*Y + rnormal(0,1) > > * now the work. $X holds a growing list of significant vars > glo X > forval i=1/$N { > di "`i': $X" > qui reg Y $X var`i' > qui test var`i' > if r(p)<.05 glo X $X var`i' > } > > > > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of José Luis Chávez Calva > Sent: Wednesday, 2 February 2011 6:03 AM > To: statalist@hsphsun2.harvard.edu > Subject: st: Regressions with combinatorial of variables > > Hi, > > I have to run different regressions with combinations of variables (I > have 131 vars), the problem is the following > > I have to run: > reg var1 > case 1) var1 is significant, then > reg var1 var2 > case 2) car1 is not significant, then > reg var2 > In both cases, if var2 is significant, then > case 1) reg var1 var2 var3 > case 2) reg var2 var3 > In both cases, if var2 is not significant, then > case 1) reg var1 var3 > case 2) reg var3 > .... > And so on, in fact it is a kind of tree, I have tried different > especifications (forvalues, locals, if,etc.) but I didn´t have > results, I'm wondering if some of you have worked with something like > this. > > > Thanks > > > best regards > > > > José Luis > > p.s. It is for obtain a smoother of the serie. > > * > * 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/ > > > * > * 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/ > * * 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/