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Re: st: AW: estimation of series of OLS regressions based on t-values from previous regression

From	"Martin Weiss" <[email protected]>
To	<[email protected]>
Subject	Re: st: AW: estimation of series of OLS regressions based on t-values from previous regression
Date	Sat, 31 Jan 2009 12:00:03 +0100

Dear sdm1,
as Maarten and Nick pointed out, there are some problems concerning the
reliability of stepwise procedure, which are listed in the following FAQ

(please search)  http://www.stata.com/support/statalist/faq for the
following item:


Title    Problems with stepwise regression
Author  Bill Sribney, StataCorp
Date  May 1998

I sent the link in my message yesterday...http://www.stata.com/statalist/archive/2009-01/msg01130.html



HTH
Martin

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Follow-Ups:
- R: st: AW: estimation of series of OLS regressions based on t-values from previous regression
  - From: "Carlo Lazzaro" <[email protected]>

References:
- R: st: AW: estimation of series of OLS regressions based on t-values from previous regression
  - From: "Carlo Lazzaro" <[email protected]>

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