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st: [Stata8] Model building and stepwise


From   "Corona, Ethan" <Ethan_Corona@URMC.Rochester.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: [Stata8] Model building and stepwise
Date   Thu, 28 Apr 2005 12:05:11 -0400

Hello Statalisters,

As part of an epidemiology class project, I have to employ stepwise for
model selection. I can do that with no problems. My problem lies with the
lack of output that -stepwise- generates compared to the output that SAS
provides. Short of performing stepwise by hand, are there any model building
ADOs that give more detailed output of each intermediate model?
Specifically, I'm looking for type I and type III sum of squares as well as
regression output for each intermediate model.

I looked at -allpossible-, and while it provides all of the intermediate
models using the -details- information, it doesn't provide the sum of
squares that I'm looking for.

Thank you in advance for your help.

Ethan Corona
Predoctoral Fellow
DCPM
University of Rochester
Rochester, New York



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