how do I find all possible models that can be fitted based on a combination of a set of variables?

[Andrew Xavier]

Hi all,

I have the following code

webuse nhefs, clear
stset age_lung_cancer, fail(lung_cancer)
stcox former_smoker smoker male urban1 rural
estat ic

I want to find the model with the smallest IC.

I want to fit all possible models that can be fitted with 1 variable at a time, 2 variables at a time, 3 variables at a time and so on.

How do I do this? This seems a simple thing to do but I'm struggling to figure this out.

Thanks

Andre

[daniel klein]

For a moderate list if variables, say, 10, see tuples from SSC.

[Nick Cox]

Duplicate post. See also https://www.statalist.org/forums/for...e-combinations