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Re: st: random effects and stepwise


From   Jeph Herrin <junk@spandrel.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: random effects and stepwise
Date   Wed, 12 Jul 2006 10:59:19 -0400

Stepwise regression is generally a bad idea:

 http://www.stata.com/support/faqs/stat/stepwise.html

That said, it can be a useful tool on occasion, if only to satisfy
public demand - which is why I wrote some programs which perform a limited
(ie, backwards only, LR criteria only) stepwise regression for xtmixed
& xtlogit. I'd be happy to share them, though not to document them.

cheers,
Jeph



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