--- XandeR XandeR <[email protected]> wrote:
> I want to make a script that automatically one by one drops
> insignificant variables from a regression, starting from the most
> insignificant one. I am currently writing MSc dissertation and I am
> running regression with 3 variables and 312 dummies not all of which
> are significant. So it would be a great help if the STATA could do it
> for me.
When you drop a dummy variable the interpretation of the results change
dramatically as this will change the reference categorie. So I would
strongly recommend you do not do that.
-- Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
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