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st: RE: RE: vselect & ologit


From   "Baur, Joshua" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: RE: RE: vselect & ologit
Date   Tue, 8 Mar 2011 13:27:53 -0800

I was hoping it might support logit as well.
I indicated OLS because I am performing OLS regression.
________________________________________
From: [email protected] [[email protected]] On Behalf Of Nick Cox [[email protected]]
Sent: Tuesday, March 08, 2011 1:01 PM
To: '[email protected]'
Cc: '[email protected]'
Subject: st: RE: vselect & ologit

The help file says

"-vselect- performs variable selection for linear regression."

As I understand it, there is no sense in which it supports -ologit- or works with -ologit-.

That would require major re-engineering of the program on your part (indeed, I guess wildly, substantial innovation in terms of thinking of the appropriate criteria to use).

Note: you say OLS, but -vselect- is not restricted to plain regression. It can take various weights. Thus characterising it as using OLS is incorrect.

Earlier today I commented on the bizarre practice of saying "OLS" when regression in general is meant.

But I'd contact Charles Lindsey at StataCorp for the definitive word. (I've sent him a copy of this.)

Nick
[email protected]

Baur, Joshua

Didn't find any documentation on this, so must ask, does vselect also work with ologit regressions as well as OLS?

-vselect- is

SJ-10-4 st0213  . . . . . . . . . . .  Variable selection in linear regression
        (help vselect if installed) . . . . . . . . C. Lindsey and S. Sheather
        Q4/10   SJ 10(4):650--669
        performs variable selection after a linear regression


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