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


From   John Antonakis <john.antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: aic bic adjusted R-squared with svy command
Date   Fri, 19 Feb 2010 12:20:42 +0100

Thompson has some nice adjectives for stepwise: “bad, evil, rotten, worthless, and wrong” (Thompson, 2001, p. 86); a search on the internet will identify other interesting adjectives like “voodoo,” and “nonesense.”

See:
Thompson, B. (2001). Significance, effect sizes, stepwise methods, and other issues: Strong arguments move the field. Journal of Experimental Education, 70(1), 80-93.

Also:
Leigh, J. P. (1988). Assessing the importance of an independent variable in multiple-regression--Is stepwise unwise? Journal of Clinical Epidemiology, 41(7), 669-677.

Best,
J.

____________________________________________________

Prof. John Antonakis, Associate Dean
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Faculty page:
http://www.hec.unil.ch/people/jantonakis

Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________



On 18.02.2010 09:12, Maarten buis 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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