When may want to consider using Bayesian model
averaging. It is easily implemented in the free R
package BMA: it carries out BMA for linear regression,
generalized linear models, and survival analysis.
Available at the CRAN website:
http://cran.r-project.org/
SR Millis
--- "[email protected]" <[email protected]> wrote:
> I have a regression with n different variables.
> I would like to try all possible regression
> combinations.
> For example (n=2):
> regress yy1
> regress yy1 xx1
> regress yy1 xx2
> regress yy1 xx1 xx2
>
> I would like to try all possible regression
> combinations in a
> convenient way, such that I can
> enter the dependent variable and the independent
> variables.
> Then, the program should
> (1) find all possible 2^n model combinations,
> (2) run each regression, and
> (3) store statistics (such as _b, _se, R2).
>
> A convenient way to find all model combinations
> might be to iterate
> from 0 to 2^n-1 and convert the index variable to a
> binary number.
> e.g. n=2:
> model=0: 0 0 ==> regress yy1
> model=1: 0 1 ==> regress yy1 xx1
> model=2: 1 0 ==> regress yy1 xx2
> model=3: 1 1 ==> regress yy1 xx1 xx2
>
> Thank you.
>
> Best regards,
> Michael
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> * http://www.ats.ucla.edu/stat/stata/
>
Scott R Millis, PhD, MEd, ABPP (CN & RP)
Professor & Director of Research
Department of Physical Medicine & Rehabilitation
Wayne State University School of Medicine
261 Mack Blvd
Detroit, MI 48201
Email: [email protected]
Tel: 313-993-8085
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