KITCHENSINK: Stata module to return the model with the highest number of statistically significant predictors

Francisco (Paco) Perales ()
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Francisco (Paco) Perales: University of Queensland

Statistical Software Components from Boston College Department of Economics

Abstract: The command kitchensink promotes bad practice amongst the scientific community by returning the regression model with the highest number of statistically significant regressors using the outcome variable specified in depvar and a combination of the explanatory variables specified in indepvars. More 'serious' use of kitchensink can be made by specifying the option aic, which gives the best fitting possible model as denoted by Akaike's information criteria. Note that kitchensink requires Nicholas Cox's tuples routine to be installed and allows for a maximum of 10 explanatory variables.

Language: Stata
Requires: Stata version 11.0 and tuples from SSC (q.v.)
Keywords: data mining; AIC (search for similar items in EconPapers)
Date: 2013-05-08
Note: This module should be installed from within Stata by typing "ssc install kitchensink". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/k/kitchensink.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kitchensink.sthlp help file (text/plain)

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