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st: Re: stepwise like SPSS?


From   David Zatz <dave@allpar.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: stepwise like SPSS?
Date   Wed, 14 Feb 2007 18:13:18 -0500

Thank you for the reminder on not changing the title. Can't believe I made
that mistake.

>You want what I see as full-blown intravenous stepwise.
>
>StataCorp's support for any flavour of
>stepwise -- by comparison with SPSS -- is lukewarm at best.

I've noticed that...
>
>You could build on some user-written tools to write
>your own, but I guess that's not in prospect if you
>are just beginning.

True.

>
>Throw "stepwise" at a random bunch of users at a Stata users'
>meeting, and I think the reactions would be some mix of
>
>	snake oil!!
>	wishful thinking!
>	dodgy, but useful with care

I've noticed that, too.
>
>and somebody would suggest that you go and read Frank Harrell's
>"Regression modeling strategies" (Springer 2001) on why
>you shouldn't.
>
Yes, I've seen that about a hundred times on my Google search. However, for
exploratory research, used with care, it is desirable. Sometimes you want
to be guided by what's there and not by what's already in your head.
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