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st: multivariable median regression

From   <>
To   <>
Subject   st: multivariable median regression
Date   Fri, 22 Apr 2005 21:25:18 +0200

Dear listusers,
I have to build a multivariable median regression model but I don't understand which is the appropriate method to select variables. I can get the pseudo R2 that is based on the likelihood of a double exponential distribution, but I don't know how to use this information to decide if a variable has to enter or not in the equation. 
Many thanks,

	-----Mensaje original----- 
	De: [] 
	Enviado el: vie 22/04/2005 20:18 
	Asunto: st: problem with missing F stats and P values in joint model test

	Dear listusers,
	When I run multivariate regression, the F or chi2 model statistic has been
	reported as missing for some models.  The Stata help menu says "the model
	that you estimated has its F or chi2 model statistic reported to be
	missing.  Stata has done that so as not to be misleading, not because
	there is something necessarily wrong with your model".  But I want to
	understand the mechanism behind this problem.  I suspect it might be due
	to the lack of LHS vars' variation or lack of statistical power.  Does
	anybody have experienced the same problem and have some thoughts to share?
	What kind of consequence will this cause?  Does it affect the
	Many thanks,
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