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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
AW: st: AW: Simulate stepwise: Report coefficients from each replication |

Date |
Mon, 29 Mar 2010 17:31:29 +0200 |

<> What is your complaint, BTW? You get a red cross marker from -simulate- whenever one of the coefficients was dropped by -stepwise-. Which makes sense to me. What is " x1_count" and sister variable good for in your -program-? The high/low variables can be created as one-liners: ************* gen byte x1_high= _n > 177 ************* Have you thought about the interaction between the two -seed-s that you set? HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von John Antonakis Gesendet: Montag, 29. März 2010 17:07 An: statalist@hsphsun2.harvard.edu Betreff: Re: st: AW: Simulate stepwise: Report coefficients from each replication Sorry....I took bits out of some older code....in fact, the program is the following (where I want to show that stepwise gives nonsense findings, particularly when analyzing data within extreme groups--believe me, people do this and I am commenting on a paper that just did it)--I will run the below four times for each group (though with a bit of programming I guess it is possible to run it one): clear set seed 51 capture program drop sim version 10.1 program define sim, eclass 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 reg y x* sort x1 gen x1_count=_n gen x1_high=1 if _n > 177 replace x1_high=0 if _n <178 gen x1_low=1 if _n < 96 replace x1_low=0 if _n>95 sort x2 gen x2_count=_n gen x2_high=1 if _n > 177 replace x2_high=0 if _n <178 gen x2_low=1 if _n < 96 replace x2_low=0 if _n>95 gen group="high_high" if x1_high==1 & x2_high==1 replace group="low_low" if x1_low==1 & x2_low==1 replace group="low_high" if x1_low==1 & x2_high==1 replace group="high_low" if x1_high==1 & x2_low==1 stepwise, pr(.2): reg y x1-x9 if group=="low_low" end simulate _b _se, reps(20) seed (123) : sim, 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 29.03.2010 17:02, Martin Weiss wrote: > <> > > > Where exactly do you define -program- "sim"? -simulate- expects a command > after the colon, remember... > > > > HTH > Martin > > > -----Ursprüngliche Nachricht----- > 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, > > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: AW: st: AW: Simulate stepwise: Report coefficients from each replication***From:*John Antonakis <john.antonakis@unil.ch>

**Re: AW: st: AW: Simulate stepwise: Report coefficients from each replication***From:*John Antonakis <john.antonakis@unil.ch>

**References**:**st: Simulate stepwise: Report coefficients from each replication***From:*John Antonakis <john.antonakis@unil.ch>

**st: AW: Simulate stepwise: Report coefficients from each replication***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**Re: st: AW: Simulate stepwise: Report coefficients from each replication***From:*John Antonakis <john.antonakis@unil.ch>

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