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

st: RE: stepwise regression


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: stepwise regression
Date   Tue, 13 Apr 2004 09:56:41 +0100

I doubt very much that there is one true stepwise path. 
Even those who like stepwise approaches 
emphasise that the results of forwards and backwards
may -- usually will -- differ substantially. 

As is often mentioned on this list, stepwise methods 
have so many disadvantages that on reflection you 
might abandon them altogether. There is a FAQ on 
this point at 
http://www.stata.com/support/faqs/stat/stepwise.html

Since that FAQ was written, Frank Harrell has written 
up his critique in a book "Regression modeling strategies". 

Nick 
n.j.cox@durham.ac.uk 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of
> fabiopericolini@fastwebnet.it
> Sent: 13 April 2004 08:23
> To: stata group mail
> Subject: st: stepwise regression
> 
> 
> Hi all,
> I have performed the sw (stepwise) regress in Stata, my 
> results with backward
> or forward estimation is very different, but I know that 
> shouldn't be so.
> My question is: is the Stata sw procedure the real stepwise 
> estimation??!!
> It seems to me that the selection is based only on the 
> significance and
> not on the marginal explainatory power of every single variable.
> 
> Many many thanks. 
> 
> 
> *
> *   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/



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