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st: -tryem- with extensions now on SSC


From   "Feiveson, Alan H. \(JSC-SK311\)" <[email protected]>
To   <[email protected]>
Subject   st: -tryem- with extensions now on SSC
Date   Fri, 1 Dec 2006 08:46:54 -0600

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

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