Combinations of Variables – Run an Estimation Command on a List of Variables

Updated: Jun 22, 2020

This post covers how to run through a list of variables and pair the variables up in all the available combinations. For example, I have a list of variables “var1 var2 var3”. I want to run several linear regressions on all combinations of variables in that list. For a small list like this I can do that manually by running 3 regressions, one for var1 var2, the second for var1 var3, and the third for var2 var3. However, if I have a long list of variables this becomes tedious. I want to automate the process to make Stata do all the work of pairing up variables, running the regressions and saving the results. To do this I make use of Stata local macros and the forvalues{} and foreach{} loops. I will also save the list of paired variables to a separate string variable.

Worked Example

This example makes use of the Stata example dataset auto.dta. This can be loaded into Stata using the command sysuse auto. I am going to pair up the variables price, mpg, rep78, headroom, and trunk. I use the calculation (number_of_variables*number_of_variables-1)/2 to get the number of combinations I need to loop through. In the command pane I type the following:

The last two lines in the code above give the following output:

Here you can see the list of variable combinations saved to the variable “levels”, and a list of the regressions stored using estimates store.

It is worth noting you can modify the code shown above to allow this to work with any number of combinations (for example - 3 or more variables). You can also modify this code to rotate through a list of variables, trying each one out as the dependent variable.

If you would like to know more about programming in Stata, check out An Introduction to Programming in Stata. This is a fabulous introduction into the world of programming and automation in Stata.

169 views0 comments

Recent Posts

See All