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


From   Christer.Thrane@hil.no
To   statalist@hsphsun2.harvard.edu
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                                                                                                
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                      owner-statalist@hsphsun2.        Subject:  st: ...stepwise regression...                                                 
                      harvard.edu                                                                                                              
                                                                                                                                               
                                                                                                                                               
                      13.04.2004 11:42                                                                                                         
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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.


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