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From |
John Antonakis <john.antonakis@unil.ch> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Mon, 29 Mar 2010 17:37:33 +0200 |

Hi: Oh...OK. Thanks for the tip with gen byte....

Best, J. ____________________________________________________

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 17:31, Martin Weiss wrote:

<>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 replicationSorry....I took bits out of some older code....in fact, the program isthe following (where I want to show that stepwise gives nonsensefindings, particularly when analyzing data within extremegroups--believe me, people do this and I am commenting on a paper thatjust did it)--I will run the below four times for each group (thoughwith 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 DeanFaculty of Business and EconomicsDepartment 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 JohnAntonakisGesendet: Montag, 29. März 2010 16:56 An: statalist@hsphsun2.harvard.edu Betreff: st: Simulate stepwise: Report coefficients from each replicationI want to highlight the evils of stepwise analysis. However, I am havingproblems in getting Stata to report the coefficients from eachreplication --it seems that it only reports the coefficients that arecommon 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/

* * 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/

**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>

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

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