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RE: st: stepwise


From   "Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: stepwise
Date   Fri, 1 Sep 2006 10:08:33 -0500

..however if there is a large amount of missingness, so that listwise
deletion would result in very few observations, one could try multiple
imputation and work with a "complete" set. This might do a better job of
identifying a "good" model Once you have this model, then you could use
whatever cases are really present.

Al Feiveson

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Richard
Williams
Sent: Friday, September 01, 2006 10:50 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: stepwise

At 09:28 AM 9/1/2006, Timothy.Mak@iop.kcl.ac.uk wrote:
>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?

I believe both SPSS and Stata start by doing listwise deletion of MD.
When choosing a model, the comparisons would get distorted if different
cases were being analyzed at different steps, i.e. you shouldn't compare
a model with 8 cases and x1 to a model with 7 cases and X1 and X2.


-------------------------------------------
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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