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st: RE: stepwise regression with force statment
> Does anyone know the syntax about a stepwise regression but
> force some
> independent variables into the model? I know how to do the
> stepwise but
> couldn't find the syntax to force the model including some
I don't think there is one in -sw-, and with very good reason.
I think you can't have it both ways. If you want your model
to be selected by whatever addition or removal criteria you specify,
you can't also say a priori that certain predictors must belong
in the model.
What you could try, I suppose, is
1. regress response on the predictors you believe in
2. put the residuals from that into a stepwise as
response with all the other predictors.
but quite how you put that all together, and what status
it has, is anybody's guess.
Better advice, I think, is to seek out Frank Harrell's
"Regression modeling strategies" for a long list of reasons
why stepwise is a very bad idea.
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