REGALL: Stata module to run and compare all regressions derived from complete sets of regressors

Abstract

regall runs all possible regressions derived from varlist and compares results with R2 (R2, Adjusted R2 or Pseudo R2) and Information Criteria (AIC or BIC). For example, a set of 3 regressors A, B and C can generate 3 equations of 1 regressor (A,B,C), 3 equations of 2 regressors (AB,BC,AC) and 1 equation of 3 regressors (ABC) for a total of 7 possible equations. In this case, regall runs all 7 equations and compares results.

Remarks

regall uses regsets. regsets uses combinatory calculus to calculate the number of combinations without repetitions of the set of variables listed in varlist.

regall returns all results for all equations as stored by STATA in r(table).


Please send comments to pverme@worldbank.org.