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st: -tryem- with extensions now on SSC
Hello everyone -
Thanks again to Kit Baum, there is now a version of tryem.ado on the SSC
that finds the "best" regression subset of a given size for a variety of
single-equation estimation commands such as -regress- -logit- and -glm-
. The user can also specify which estimation statistic "e( )" to
optimize and whether it should be a maximum or minimum. The default is
still maximizing r^2 for ordinary linear regression.
In Stata, type
ssc install tryem,[replace]
to download this program and help file.
Al Feiveson
*
* 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/