wildscop,
-rsqure- may give answer to your first question partly.it can tell you r-sqare and Cp for all possible regressions.but not sorted according to Cp or r-sqaure. it is just sorted by the number of indepents.
>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 <[email protected]>
>Institute of Statistical Research and Training
>University of Dhaka, Dhaka- 1000, Bangladesh
>_______________________
>
>
>*
>* For searches and help try:
>* http://www.stata.com/support/faqs/res/findit.html
>* http://www.stata.com/support/statalist/faq
>* http://www.ats.ucla.edu/stat/stata/
= = = = = = = = = = = = = = = = = = = =
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vinkwai wong
[email protected]
2004-04-06
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
