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Re: st: tuples, stepwise and counting types of variables
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: tuples, stepwise and counting types of variables
Date
Mon, 13 Aug 2012 22:30:11 +0100
I belong to a club which is dedicated to advising people against using
-stepwise-. A -search- will find an FAQ on this question.
I'd look at -nestreg- instead.
Nick
On Mon, Aug 13, 2012 at 10:18 PM, Thomas Sohnesen <[email protected]> wrote:
> I have a number of "groups" of variables as examplified below.
>
>
> local gr1 x1 x2 x3 x4
>
> local gr2 x5 x6 x7 x8
>
> local gr3 x9 x10 x11 x12 x13 x14 x15
>
> local gr4 x16 x17
>
>
>
> I run stepwise regressions for all the combinations of these groups
> using tuples.
>
> tuples "`gr1'" "`gr2'" "`gr3'" "`gr4'" , display
>
> forval i = 1/`ntuples' {
>
> qui stepwise, pr(0.05): regress y `tuple`i''
>
> }
>
>
>
> Now i would like to count how many variables from each group that
> stayed in the step wise model.
>
>
>
> For instance in the stepwise regression of gr1 and gr2 (ei x1 x2 x3
> x4 x5 x6 x7 x8) only x3 x4 x5 was included in the regression. I
> would then like an output along the lines of:
>
> Model Num_var_gr1 num_var_gr2 num_var_gr3 num_var_gr4
>
> gr2 gr3 1 2 0
> 0
>
> gr2 gr4
>
> gr1 gr2
>
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