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

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Author Info
Nicholas J. Cox () (Durham University)

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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.

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File URL: http://fmwww.bc.edu/repec/bocode/a/allpossible.ado
File Format: text/plain
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/a/allpossible.hlp
File Format: text/plain
File Function: help file
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S427901.

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Programming language: Stata
Requires: Stata version 7.0
Date of creation: 01 Oct 2002
Date of revision: 08 Oct 2002
Handle: RePEc:boc:bocode:s427901

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.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: data mining all possible predictor selection

Statistics
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This page was last updated on 2008-5-14.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.