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


From   "Carlo Lazzaro" <carlo.lazzaro@tin.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   R: st: aic bic adjusted R-squared with svy command
Date   Fri, 19 Feb 2010 13:11:18 +0100

Serious disadvantages plaguing stepwise selection procedures are also well
reported in Kirkwood BR, Sterne JAC. Essential medical statistics. 2nd
edition. Malden, MA: Blackwell Science, 2003: 341, box 29.2.

Kind Regards,
Carlo
-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di John Antonakis
Inviato: venerdì 19 febbraio 2010 12.21
A: statalist@hsphsun2.harvard.edu
Oggetto: Re: st: aic bic adjusted R-squared with svy command

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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 > * http://www.stata.com/support/statalist/faq
 > * http://www.ats.ucla.edu/stat/stata/

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