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From | José Luis Chávez Calva <josechc@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Regressions with combinatorial of variables |
Date | Tue, 1 Feb 2011 13:48:37 -0600 |
Thanks a lot, I bought the issue and the info in the paper is very useful. Best regards 2011/2/1 Nick Cox <njcoxstata@gmail.com>: > I suggest that before trying to program this yourself, check out > -stepwise-, the Lindsey and Sheather paper in SJ 10(4) 2010 and above > all the discussion of stepwise in Frank Harrell's Regression modeling > strategies (Springer, New York, 2001). > > I note that you have 2^131 ~ 3 * 10^39 possible models. (Well, one fewer.) > > Nick > > 2011/2/1 José Luis Chávez Calva <josechc@gmail.com>: > >> I have to run different regressions with combinations of variables (I >> have 131 vars), the problem is the following >> >> I have to run: >> reg var1 >> case 1) var1 is significant, then >> reg var1 var2 >> case 2) car1 is not significant, then >> reg var2 >> In both cases, if var2 is significant, then >> case 1) reg var1 var2 var3 >> case 2) reg var2 var3 >> In both cases, if var2 is not significant, then >> case 1) reg var1 var3 >> case 2) reg var3 >> .... >> And so on, in fact it is a kind of tree, I have tried different >> especifications (forvalues, locals, if,etc.) but I didn´t have >> results, I'm wondering if some of you have worked with something like >> this. >> >> p.s. It is for obtain a smoother of the serie. > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/