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Re: st: aic bic adjusted R-squared with svy command


From   sjsamuels@gmail.com
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: aic bic adjusted R-squared with svy command
Date   Thu, 18 Feb 2010 10:33:55 -1000

I concur that using step-wise to build models is very poor practice.
None of the standard errors or p-values for the selected predictors
will be valid.


For some other ideas on model building, see:
http://www.stata.com/statalist/archive/2008-10/msg00882.html

Note that the R-square computed by -svy: reg- is, in fact, the
adjusted R-square.

-Steve

On Wed, Feb 17, 2010 at 10:12 PM, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- On Thu, 18/2/10, Björn Bünger wrote:
>> For each estimation type I want to conduct a (manual)
>> stepwise regression and examine AIC / BIC or adjusted
>> R-squared on each step.
>
> For reasons why you shouldn't do stepwise see:
> http://www.stata.com/support/faqs/stat/stepwise.html
>
>> Stata does not accept neither "estat" alone nor "estat ic"
>> after svy and I could not find an "estat (svy)" command
>> which would produce any of these statistics (respectively
>> AIC/BIC for the ordered logit; AIC/BIC/adj. R-squared for
>> the linear regression)
>
> The likelihood isn't defined with -svy-, so that rules out
> the AIC and BIC.
> http://www.stata.com/support/faqs/stat/lrtest.html
>
> I am guessing something similar is going on with the
> adj. R-squared.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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>



-- 
Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
845-246-0774

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