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Hi Stata list,
When it come to stepwise regression, both SPSS and Stata do something I
don't know why it does. Given the made-up dataset below, where y has 8
observations and x1 has 8 and x2 has 7.
y x1 x2
4.00 1.00 .00
5.00 1.00 .00
6.00 1.00 .00
7.00 1.00 1.00
8.00 .00 .00
9.00 .00 .00
10.00 .00 .
11.00 .00 .00
If I run a stepwise regression of y on x1 and x2, using the Forward
procedure, then the final 'selected' model, which is equivalent to the y
on x1 regression, only uses 7 observations. Is it based on any statistical
principle that models should be selected this way? If not, why does Stata
not at least provide an option where you can use all available
observations in the selection process?
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