I want to use -tuples- to do model selection.My code is here,
Code:
webuse grunfeld,clear global m "mvalue kstock L.mvalue c.mvalue#c.mvalue c.kstock#c.kstock c.mvalue#c.kstock L.kstock" tuples $m i.year,cond(1&2&8 !(4&!1) !(5&!2) !(6&(!(1&2)))) min(5) forval i=1/`ntuples'{ xtreg invest `tuple`i'',fe r }
and both the coefficients of mvalue and kstock are positive .Then print the selected results on the screen.Maybe print like
model beta beta_se p-value
1 0.4521 0.0234 0.000***
3
6
12
...
Anyone can give some suggestions?Many thanks in advance.
Best regards.
Raymond
0 Response to How to use -tuples- to do model selection?@Nick Cox
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