Regression Subset Selection - Stata Package comparable to Leaps Package in R

[Chris Burns]

HI Everyone,
I am a new user of Stata and have basic statistical knowledge. Does Stata have a comparable package/tool as the Leaps Package in R? If so, what is it and what are the differences? I am looking for a package that does an exhaustive search for the best subsets of the variables in x for predicting y in linear regression.
Given my limited knowledge, it appears that the vselect package in Stata is similar.
Any advice would be much appreciated.
Chris

[Chris Burns]

Anyone have experience with the above post? Thank you

[Clyde Schechter]

Most posts that don't get answered are due to unclear questions. Yours, however, is quite straightforward. I think the problem here is two-fold:

1. In the world at large, I think the number of people who use both R and Stata extensively enough to know about equivalent user-written packages for them is pretty small.

2. On this forum, among those who respond most often, there is a prevailing sentiment that automatic predictor selection is not a good thing to do, so relatively little attention is paid to programs that might facilitate that.

[Chris Burns]

Thank you Clyde