Re: st: RE: Regressions with combinatorial of variables

[José Luis Chávez Calva <josechc@gmail.com>]

Thanks Keith, I'm going to implement it to see if it works for my model.

Best regards.

JL

2011/2/1 Keith Dear <Keith.Dear@anu.edu.au>:
> José,
> I think this does what you want:
>
>
> * set up some data with weak relationships
> glo N 131                       // number of x-variables
> set obs 256
> forval i=1/$N {
>        gen var`i'=runiform()
> }
> egen Y = rsum(var*)             // outcome variable
> replace Y = 0.2*Y + rnormal(0,1)
>
> * now the work. $X holds a growing list of significant vars
> glo X
> forval i=1/$N {
>        di "`i': $X"
>        qui reg Y $X var`i'
>        qui test var`i'
>        if r(p)<.05 glo X $X var`i'
> }
>
>
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of José Luis Chávez Calva
> Sent: Wednesday, 2 February 2011 6:03 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Regressions with combinatorial of variables
>
> Hi,
>
> 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.
>
>
> Thanks
>
>
> best regards
>
>
>
> José Luis
>
> p.s. It is for obtain a smoother of the serie.
>
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