Hi,

I am trying to perform a stepwise regression with a lot of independent variables (790), and with a 5% p-value significance level for all the variables. I am using Stata 16.

First I do:

reg y q1 q2 q2 q3 H I J K L M N O...(all the other Xs)

then I do stepwise, pr(0.05) : regress y (q1 q2 q3 q4 H I J K L M N O.. (all the other Xs))

But I got this error:

begin with full model
last test not found
r(302);

Can someone kindly help me? Let me know if you need more information. I didn't put all the other variable names as they are 790, but it is not a variable problem as the first reg command goes through perfectly (with al lot of variables dropped because of estimability).

Carlo