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ALLPOSSIBLE: Stata module to fit all possible models with subsets of predictors

Nicholas Cox ()

Statistical Software Components from Boston College Department of Economics

Abstract: allpossible by default (1) computes all possible models fitted by a model command to a response and subsets of up to 6 predictors and (2) tabulates a list of statistics for each model fitted. Alternatively, (1') the maximum number of predictors fitted may be specified as a number less than 6. The model command must be a command fitting a model to a single response variable. Naturally, this command does not purport to replace the detailed scrutiny of individual models or to offer an unproblematic way of finding "best" models. Its main use may lie in demonstrating that several models exist within many projects possessing roughly equal merit as measured by omnibus statistics.

Language: Stata
Requires: Stata version 7.0
Keywords: data mining; all possible; predictor selection (search for similar items in EconPapers)
Date: 2002-10-01, Revised 2002-10-08
Note: This module may be installed from within Stata by typing "ssc install allpossible". Windows users should not attempt to download these files with a web browser.
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Page updated 2015-11-25
Handle: RePEc:boc:bocode:s427901