ann e fitzmaurice posted:
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i have been asked by a colleague if it is possible to do 'best subsets' modelling in
logistic regression
my question is therefore - can this be achieved in stata and how is it achieved
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There is a textbook example of Stata performing best subsets logistic regression at
http://www.ats.ucla.edu/stat/stata/examples/alr2/alr2stata4.htm#heading4
I'm not sure how best subsets modeling differs in principle from stepwise regression, but
there are some programs that might be helpful to take a look at and that might help
automate the process, for example, Stata's official -sw-. Also, take a look at Nick Cox's
-allpossible- / -glmcorr-. Although Al Feiveson's -tryem- is written for linear regression,
examining the ado-file for it might give some ideas for writing analogous code for
logistic regression.
Joseph Coveney
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