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st: RE: creating loops using combinations of variables

From   Nick Cox <>
To   "''" <>
Subject   st: RE: creating loops using combinations of variables
Date   Thu, 16 Feb 2012 10:41:43 +0000

"All possible combinations" would usually mean, for 27 variables, 27 ways of selecting just one, comb(27, 2) = 351 ways of selecting two, ..., up to comb(27, 27) = 1 way of selecting them all. In total that means 2^27 - 1 ~ 10^8 combinations. That is, precisely, 134,217,727 combinations.

My suggestion is to set aside the fact that you have 27 variables. Show us exactly what you would do with just 3 variables, say. 


Zeynep Ozkok

I have a question on how to create loops for combinations of different
variables. I have 27 variables that I would like to put in two different

The indices can be constructed in two steps:

Lex1=sum(of different variables out of 27)   this variable should be able
to take on 1 to 27 variables, so it should allow for all possible
combinations. It could be equal to only 1 variable, or it could be equal to
the sum of different variables

Index1 = ln (1+lex1)  this index is then dependent on what values lex1
takes on


Lex2 = sum (of all the variables that are not accounted in lex1) again this
could take on one variable, or more than one depending on the structure of

Index2 = ln(1+lex2) this index is once again dependent on what values lex2
takes on, which is dependent on the values that lex1 takes on.

Then these two indices will simultaneously be used in fixed effects
regressions as follows:

Y_i,s,t= alpha_i +alpha_s +alpha_t +beta*(index1)_i,t +lamda* (index2)_i,t
+ error_i,s,t

The loop must go on until all possibilities/ combinations are completed. I
need to check the results of the beta and lamda coefficients and their
corresponding rsquares for each regression. Since there are numerous
possibilities in constructing each index I need to create a loop. However I
don't even know how to start out a loop that depends on combinations of
variables. Could you possibly help me out in writing and solving this

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