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# st: AW: Simulate stepwise: Report coefficients from each replication

 From "Martin Weiss" To Subject st: AW: Simulate stepwise: Report coefficients from each replication Date Mon, 29 Mar 2010 17:02:22 +0200

```<>

Where exactly do you define -program- "sim"? -simulate- expects a command
after the colon, remember...

HTH
Martin

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Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von John Antonakis
Gesendet: Montag, 29. März 2010 16:56
An: statalist@hsphsun2.harvard.edu
Betreff: st: Simulate stepwise: Report coefficients from each replication

I want to highlight the evils of stepwise analysis. However, I am having
problems in getting Stata to report the coefficients from each
replication --it seems that it only reports the coefficients that are
common across replications.  Anyone have any ideas?

clear
set seed 51

drop _all

set obs 272
gen x1=rnormal()
gen x2=rnormal() +.2*x1
gen x3=rnormal() +.3*x1 + .3*x2
gen x4=rnormal() +.2*x1
gen x5=rnormal()
gen x6=rnormal() + .2*x5
gen x7=rnormal() + .5*x5
gen x8=rnormal() + .1*x7
gen x9=rnormal() + .1*x7

generate double e  = 5*rnormal()
generate double u  = sqrt(exp(-2+0.6*x1))*e

gen y = 5+ x1+x2+x3+x4+x5+x6+x7+x8+x9 + 2*u

stepwise, pr(.2): reg y x1-x9

end

simulate _b _se, reps(20) seed (123) : sim,

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