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st: xtnbreg and stepwise regression


From   Feng Yan <fyan@ucalgary.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtnbreg and stepwise regression
Date   Wed, 05 Nov 2008 17:13:04 -0700

Hello,
I am using the Negative Binomial Regression on the Panel data with the 
fixed effects. There are 22 variables in my model . Was trying to do a 
stepwise regression in order to keep the most significant variables but 
failed. Could anyone tell me if there is any way to do the stepwise 
regression on the Panel Negative Binomial Regression?

Thanks in advanced!

Eric

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