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Re: st: [Stata8] Model building and stepwise


From   SR Millis <srmillis@mindspring.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: [Stata8] Model building and stepwise
Date   Thu, 28 Apr 2005 09:38:47 -0700 (PDT)

There's little reason or defense to use stepwise
methods. I'd recommend simply getting through your
class--and then consult a more solid source for model
building guidance, eg, Harrell's "Regression modeling
strategies."

SR Millis 


--- "Corona, Ethan" <Ethan_Corona@URMC.Rochester.edu>
wrote:
> 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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Scott R Millis, PhD, MEd, ABPP (CN & RP)
Director of Research - Dept of PM&R
Wayne State University School of Medicine
Rehabilitation Institute of Medicine
261 Mack Blvd
Detroit, MI 48201

Tel: 313-993-8085
Fax: 313-745-9854

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