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Re: st: Regressions with combinatorial of variables
From
José Luis Chávez Calva <[email protected]>
To
[email protected]
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 <[email protected]>:
> 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 <[email protected]>:
>
>> 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.
>
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