Not volunteering for this, given my
feelings about -stepwise-. I'd just
like to point to -allpossible- on
SSC. The intent behind writing that was negative:
to show how many models in a given
situation were almost equally good. Nevertheless
it may prove of some use to you.
Nick
[email protected]
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of Rena Jenkins
> Sent: 27 May 2004 15:54
> To: [email protected]
> Subject: st: Adding R-Squared to sw command output
>
>
> Is there a Stata programming guru out there who could help me
> modify the sw command so that the R-squared of the model is
> output at each stage? (I am just running a linear
> regression.) i.e. to print the value of e(r2) at each stage.
>
> So that when you run something like
> sw regress y x1 x2 x3, pe(0.05)
>
> Instead of
> begin with empty model
> p = 0.0032 < 0.0500 adding x2
> p = 0.0153 < 0.0500 adding x1
> p = 0.0424 < 0.0500 adding x3
>
> You get something like:
> begin with empty model
> p = 0.0032 < 0.0500 adding x2, R-squared = 0.2018
> p = 0.0153 < 0.0500 adding x1, R-squared = 0.2523
> p = 0.0424 < 0.0500 adding x3, R-squared = 0.2852
>
> I have had a go at making a copy of sw.ado (swr.ado, say) and
> trying just to run the copy with minimal alterations. I couldn't
> even do that, so I need some help here.
>
> I'm hoping that this would be easy to do for someone more
> knowledgeable than I am.
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