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From | Thomas Sohnesen <sohnesen@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: tuples, stepwise and counting types of variables |
Date | Mon, 13 Aug 2012 21:33:01 -0400 |
Thanks Nick My question is how do i generate the "used" list after using stepwise regression? Stepwise (or another automated variable selection method) decides which variables stay in the model. I've counted the number of variables in e(df_m), but i believe i need to save the actual names of the variables that stay in the regression to use your suggested approach. thanks again Thomas On Mon, Aug 13, 2012 at 8:36 PM, Nick Cox <njcoxstata@gmail.com> wrote: > I can't comment on analogues to MAXR as I am not familiar with SAS. > > For counting how many of a list are in another list, you can find the > intersection of two lists using > > : list a & b > > as documented at -help macrolists-. and then count them. > > For example, > > local availablex "x1 x2 x3" > local usedx "x2" > local inter : list availablex & usedx > di `: word count `inter' > > Nick > > On Tue, Aug 14, 2012 at 1:24 AM, Thomas Sohnesen <sohnesen@gmail.com> wrote: >> Thanks Nick >> >> For this exercise i'm not interested in the coeffiicents or their >> meaning, i'm looking to find a parsimonouce model for predictions. >> Any advice on a better alternative than stepwise? Doing it manually >> is not really an option as we will be running a lot of different >> models. Further, though my data is organized in blocks i would like to >> keep single variables if they are highly correlated with my dependent >> variable. I believe SAS has an alernative in MAXR. Do you know if >> stata has a similar alternativ? >> >> Finally, no matter which alternativ we end up using, i still have the >> challange of counting number of variables from each block in the final >> model. Any insights on that? >> >> thanks and best >> >> Thomas >> >> >> On Mon, Aug 13, 2012 at 5:30 PM, Nick Cox <njcoxstata@gmail.com> wrote: >>> 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 <sohnesen@gmail.com> 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 > * > * 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/