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

Re: st: ...stepwise regression...


From   [email protected]
To   [email protected]
Subject   Re: st: ...stepwise regression...
Date   Tue, 13 Apr 2004 11:48:35 +0200

Hi,

Prior research and/or theoretical rationales and/or common wisdom are three
much used sources for selecting independent variables in a regeression
model...

Remember Leamer's labelling of stepwise regression-- a.k.a. unwise
regression

Christer




                                                                                                                                               
                      fabiopericolini@fastwebne                                                                                                
                      t.it                             To:       "stata group mail" <[email protected]>                           
                      Sent by:                         cc:                                                                                     
                      owner-statalist@hsphsun2.        Subject:  st: ...stepwise regression...                                                 
                      harvard.edu                                                                                                              
                                                                                                                                               
                                                                                                                                               
                      13.04.2004 11:42                                                                                                         
                      Please respond to                                                                                                        
                      statalist                                                                                                                
                                                                                                                                               
                                                                                                                                               




Nick, many thanks for your help.
I have read the FAQ file on Stata Site. I share their (Harrel & Conroy)
view on this point, but I have to set a interpretation model of a dipendent
variable and I have more than 500 indipendent variables. I have select the
more correlate variables but I need a procedure to select the most
explanatory
variables.
If I don't apply the sw linear regression I don't know how select the
indipendent
variables. I have to do.
But the procedure in Stata doesn't correspond to the model I studied in
many manuals. In particular, the sw procedure should go forward and back
but in Stata I don't see the different between the sw and the forward or
backward simple selections.
If I don't use the sw procedure, how select the variables??

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 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index