Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: RE: stepwise regression with force statment


From   "b. water" <barleywater@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: stepwise regression with force statment
Date   Sun, 08 Jun 2003 14:07:22 +0000

just to add:

harrell fe in his tutorial article 'multivariable prognostic models: issues in developing models, evaluating assumptions & ...' stat med 1996;15:361

refers to the following article as to why stepwise regression is a bad idea:

derksen s and keselman hj. backward, forward and stepwise automated subset selection algorithms: frequency of obtaining authentic and noise variables. brit j math stat psychol 1992;45:265.

hope this is helpful.

bw


From: sgsong@park.ccpr.ucla.edu
Reply-To: statalist@hsphsun2.harvard.edu
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: stepwise regression with force statment Date: Sat, 7 Jun 2003 13:38:04 -0700 (PDT)

Thats a book.

Harrell, Frank E. 2001. Regression modeling strategies : with applications
to linear models, logistic regression, and survival analysis. New York:
Springer.

Shige

On Sat, 7 Jun 2003, David Vaughan wrote:

> On Saturday, Jun 7, 2003, at 16:33 Australia/Sydney, "Nick Cox"
> <n.j.cox@durham.ac.uk> wrote:
>
> snip
>
> > 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.
>
> Nick
>
> -findit harrell- and some other searches did not reveal this paper to
> me. Can you provide further guidance please?
>
> thanks
> david
> >
> > Nick
> > n.j.cox@durham.ac.uk
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
_________________________________________________________________
Add photos to your messages with MSN 8. Get 2 months FREE*. http://join.msn.com/?page=features/featuredemail

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index