Stepwisefit regression - additional outputs?

Hello,

I am trying to code a series of regression analyses that uses a 'moving window', for example, 100 data points, where a stepwise regression is performed, then it moves on one step and repeats. For instance regression 1 would use data points 1:100, regression 2 uses 2:101 and so on. I think I can get this to work fine.

However, the output I get from each regression is the coefficient for each input variable (which is great) BUT I would also ideally get an output for what the intercept would be in each case too.

I have looked through the help but have not been able to find an option to request additional output data using stepwisefit (and I have way too much data to do each one manually with the stepwise function).

*****As always, once you ask a question you find new potential answers... Would a better method be to use a series of "betahat = regress" commands as (I think!) this gives you the intercept as well as all the coeff for the variable...?

Any advice would be greatly appreciated.

Best wishes Niall

[Laurens Bakker]

Could you give us some more details on which functions you were using?

Answer 1

[Tom Lane]

The fifth output from the function is a structure having a .intercept field that contains the intercept for the final model.