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Re: st: time efficient way to choose variables


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: time efficient way to choose variables
Date   Wed, 4 Feb 2009 08:16:13 +0000 (GMT)

--- On Wed, 4/2/09, Hardy, Dale S wrote:
> I have data in which I want to pick out variables associated
> with developing a disease. Each time I run the foreach
> command with the covariates, I cut out the one variable with 
> the highest Z value with p value <0.05 <snip>

The short answer is that you should not do this at all. A clear 
explanation of the reasons for that can be found here:
http://www.stata.com/support/faqs/stat/stepwise.html

If you still insist on doing it wrong then you can take a look
at -help stepwise-.

-- 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 N515

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------




      

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