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st: Stepwise regression using complex survey data
I am using Stata7.
I am trying to find proxies for wealth using indicators that are available in my data set and which can be thought of as proxies for wealth (e.g. ownership of durable assets, housing characteristics, etc).
The correlation of these variables with wealth is verified by a step-wise forward estimation of the natural log of household consumption on the set of variables. My first data set is self-weighted so I use the _sw regress_ command. For my second data set, I need to consider the effect of sampling weights (pweight) and also of clustering and stratification. Is there a version of step-wise regress command (may be a user ado-file ?) that also takes into account the effects of clustering and stratification ?
Thanks a lot for your help in advance.
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