One broad and two specific points:
1. Stata really has no love for the stepwise
approach. It wouldn't surprise at all to learn that
SAS is more supportive.
2. -allpossible- is a user-written program
on SSC that provides a framework to do a
few things. I can get it to list model
sums of squares (e.g.) but it is restricted
to picking up rclass and eclass results.
My guess is that the author has no
interest in pushing it further, but would
be happy for you to clone the code and
extend it.
3. -selectvars- on SSC is another tool that
may be helpful.
. sysuse auto, clear
(1978 Automobile Data)
. allpossible reg mpg headroom trunk weight length displacement, eclass(mss)
--------------------------------------
model | predictors mss
----------+---------------------------
1 | (none) 0.000
2 | 1 418.401
3 | 2 826.479
4 | 3 1591.990
5 | 4 1547.357
6 | 5 1216.675
7 | 1 2 830.083
8 | 1 3 1593.762
9 | 1 4 1547.386
10 | 1 5 1236.347
11 | 2 3 1598.770
12 | 2 4 1547.416
13 | 2 5 1306.472
14 | 3 4 1616.081
15 | 3 5 1595.410
16 | 4 5 1560.970
17 | 1 2 3 1598.770
18 | 1 2 4 1547.420
19 | 1 2 5 1307.025
20 | 1 3 4 1616.182
21 | 1 3 5 1597.775
22 | 1 4 5 1560.999
23 | 2 3 4 1616.735
24 | 2 3 5 1602.400
25 | 2 4 5 1561.021
26 | 3 4 5 1618.229
27 | 1 2 3 4 1616.743
28 | 1 2 3 5 1602.436
29 | 1 2 4 5 1561.124
30 | 1 3 4 5 1618.487
31 | 2 3 4 5 1619.024
32 | 1 2 3 4 5 1619.032
--------------------------------------
1 headroom
2 trunk
3 weight
4 length
5 displacement
Nick
[email protected]
Corona, Ethan
> As part of an epidemiology class project, I have to employ
> stepwise for
> model selection. I can do that with no problems. My problem
> lies with the
> lack of output that -stepwise- generates compared to the
> output that SAS
> provides. Short of performing stepwise by hand, are there any
> model building
> ADOs that give more detailed output of each intermediate model?
> Specifically, I'm looking for type I and type III sum of
> squares as well as
> regression output for each intermediate model.
>
> I looked at -allpossible-, and while it provides all of the
> intermediate
> models using the -details- information, it doesn't provide the sum of
> squares that I'm looking for.
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