Question: Create excel file with sheets of independent variables subsets

Given a excel sheet with data for regression as input column Y will be a dependent variable 

 

Say a maximum of 120 independent variables are their 

 

A function that takes excel as input with headers as in the excel file

 

Do pick all possible subsets of maximum size 5 that is sizes 2,3,4,5 only 

Pick each and eleminate not to store them all together as otherwise storage will be a problem if more data

 

Copy only those subsets of independent variables to seperate seperate sheet

Only those subsets 

where the variables are independent pairwise between them

 

Step 2 function 

Then need to run a multiple linear regression on these subsets like training and test 

And choose the best models I each of cases of number of variable

That is best with 2 variables

Again with 3 variables

Similarly 4 and 5

 

Atleast if possible upto 2 to 3 variables it will be good kind help with your guidance and what is possible 

 

If you are not able give the program of train test regression with charts no issues 

 

Kind help with atleast storing the independent pairwise subsets of size 2 and 3 into seperate sheets in a Excel file atleast

I will do the regression at my end 

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