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Re: stepwise like SPSS? [was: RE: st: Means test]

From   Richard Williams <>
Subject   Re: stepwise like SPSS? [was: RE: st: Means test]
Date   Thu, 15 Feb 2007 21:39:10 -0500

At 07:14 PM 2/15/2007, Richard Williams wrote:
Here is a not too painful way to get more stepwise information from Stata. Basically, just run the regressions twice: Once with stepwise, and then again with nestreg. With nestreg, specify the vars in the same order that stepwise added them. Example:
One little tweak to my previous suggestion: if there is missing data, stepwise does casewise deletion on all variables you specify, whether they make it into the final model or not. So, to have the same cases analyzed by both stepwise and nestreg, do something like

sw, pe(.05): reg warm yr89 male white age ed prst
nestreg: reg warm age male yr89 ed white if e(sample)

Richard Williams, Notre Dame Dept of Sociology
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