Re: st: Looping over variables in more than one group

[Nick Cox <njcoxstata@gmail.com>]

Before you even think of how to implement this, do the combinatorics
of how many models this implies.

So, for example,

. di 30^4
810000

. di 5^4
625

Then bump up those numbers adding in the null choices, i.e. no
variable from each group, as well.

So you would need not only to do the looping but to ponder what it
implies in terms of gathering results from thousands of models,
finding the "best", whatever that means, including the implications
for how you think about the resulting P-values, etc.

Nick

On Tue, Mar 6, 2012 at 10:01 PM, jaweria seth <jaweriaseth@gmail.com> wrote:

> I would like to run regressions with up to 4 different variables. My
> variables are separated into 4 groups with 5-30 variables in each
> group. I would like to run regression combos of different variables to
> find the best model:
> How do I regress my y variable on 1 variable from group 1 and 1 from
> group 2 and loop through different combos of each?
> for ex:
> regress Yvariable Group1 Group2
>
> Then I would like to add a variable from group 3, and so on..
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