*! Version 1.1.0 by Francisco Perales 24-April-2013
help kitchensink

Title

kitchensink - Returns the model with the highest number of statistically significant predictors

Syntax

kitchensink depvar indepvars [if] [in] [, options]

options description

Main
level(real) establishes the significance level necessary for a regressor to be considered statistically significant
logit specifies that the desired model is a logistic regression model for a binary outcome variable
aic additionally gives the best fitting model using Akaike Information Criteria

Description

kitchensink promotes bad practice amongst the scientific community by returning the regression model with the highest number of
statistically significant regressors using the outcome variable specified in depvar and a combination of the explanatory variables specified
in indepvars. More 'serious' use of kitchensink can be made by specifying the option aic, which gives the best fitting possible
model as denoted by Akaike's information criteria. Note that kitchensink requires Nicholas Cox's tuples routine to be installed
and allows for a maximum of 10 explanatory variables.

Options

level(number) establishes the significance level necessary for a regressor to be considered statistically significant.
By default, kitchensink uses the 90% level of statistical significance if level is not specified.

logit must be used when the desired model is a logistic regression model for a binary outcome variable. If logit is not specified, kitchensink fits a linear probability model.

aic requests that Akaike's information criteria or AIC (Akaike 1974) be used to determine the best fitting possible model. The best fitting model using AIC and the model with the highest number of statistically significant variables are both returned.

Examples

. webuse auto, clear

. ssc install tuples

. kitchensink price mpg headroom trunk weight length turn displacement gear_ratio foreign

. kitchensink price mpg headroom trunk weight length turn displacement gear_ratio foreign, level(90)

. kitchensink price mpg headroom trunk weight length turn displacement gear_ratio foreign, level(99)

. kitchensink price mpg headroom trunk weight length turn displacement gear_ratio foreign, aic

. quietly summarize price, de

. generate expensive = price > r(p75)

. kitchensink expensive mpg headroom trunk weight length turn displacement gear_ratio, logit

. kitchensink expensive mpg headroom trunk weight length turn displacement gear_ratio, logit level(99) aic

References

Akaike, H. (1974) 'A New Look at the Statistical Model Identification' IEEE Transactions on Automatic Control 19(6): 716–723

Cox, N. (2006, revised 2011) 'TUPLES: Stata module for selecting all possible tuples from a list'
Available online at: econpapers.repec.org/software/bocbocode/s456797.htm

Author

Francisco Perales
School of Social Science
The University of Queensland
Brisbane
QLD 4072
Australia
f.perales@uq.edu.au