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Re: st: stepwise regression

Subject   Re: st: stepwise regression
Date   Tue, 13 Apr 2004 08:59:47 -0700

I forget if it was on this listserver or another, but there was an
interesting thread recently on the problems with automated regression
procedures, such as best subsets and stepwise.  You may want to look in the
archives to see if it was on this list.


                    .it                              To:     "stata group mail" <>               
                    Sent by:                         cc:                                                                       
                    owner-statalist@hsphsun2.h       Subject:     st: stepwise regression                                      
                    04/13/2004 12:22 AM                                                                                        
                    Please respond to                                                                                          

Hi all,
I have performed the sw (stepwise) regress in Stata, my results with
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.

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