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Re: st: Program to drop insignificant variables from an equation


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Program to drop insignificant variables from an equation
Date   Wed, 20 Aug 2008 13:49:25 +0100 (BST)

--- XandeR XandeR <xanderx@mail.ru> 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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