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Re: st: Block or hierarchical regression


From   Paul Millar <paul.millar@shaw.ca>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Block or hierarchical regression
Date   Tue, 01 Nov 2005 15:11:19 -0700

Another approach would be to use the BIC for model selection:
reg y x1 x2 x3
bic

This will be more exhaustive, since all models are considered.  To get it:
ssc install bic

- Paul

----- Original Message -----
From: Richard Williams <Richard.A.Williams.5@ND.edu>
Date: Tuesday, November 1, 2005 1:45 pm
Subject: Re: st: Block or hierarchical regression

> At 03:00 PM 11/1/2005, you wrote:
> >Hello Group,
> >I need to do a regression using blocks of predictors, and report the
> >change in R^2 with the addition of each block.  I can't identify a
> >regression command for doing this using the obvious keyword 
> searches of
> >help files or the manual.  Is there a standard command that I am
> >overlooking?  Or is there a user-written program for this?
> >
> >Thanks,
> >Wendy
> 
> 
> 
> -findit hireg-
> 
> I recommend using the -nomiss- option.  If you want examples, see 
> p. 5 of
> 
> http://www.nd.edu/~rwilliam/stats1/OLS-Stata.pdf
> 
> 
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> FAX:    (574)288-4373
> HOME:   (574)289-5227
> EMAIL:  Richard.A.Williams.5@ND.Edu
> WWW (personal):    http://www.nd.edu/~rwilliam
> WWW (department):    http://www.nd.edu/~soc 
> 
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