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Re: st: Backward Selection (AIC) with xtmixed


From   Allan Kennedy <dkstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Backward Selection (AIC) with xtmixed
Date   Fri, 15 Jul 2011 22:53:10 -0400

Could you provide a deeper rationale as to why this approach is not
recommended?/

On Fri, Jul 15, 2011 at 10:44 PM, SR Millis <aa3379@wayne.edu> wrote:
> This procedure is not recommended.
>
>
> ~~~~~~~~~~~
> Scott R Millis, PhD, ABPP, CStat, PStat®
> Professor
> Wayne State University School of Medicine
> Email:  aa3379@wayne.edu
> Email:  srmillis@yahoo.com
> Tel: 313-993-8085
>
>
> --- On Fri, 7/15/11, Allan Kennedy <dkstata@gmail.com> wrote:
>
>> From: Allan Kennedy <dkstata@gmail.com>
>> Subject: st: Backward Selection (AIC) with xtmixed
>> To: statalist@hsphsun2.harvard.edu
>> Date: Friday, July 15, 2011, 10:36 PM
>> Greetings,
>>
>> I am interesting is using an automated command that will
>> estimate
>> model fit with a backward selection model with AIC of an
>> --xtmixed--
>> approach. I know that both --stepwise-- and --swaic-- both
>> do not
>> support xtmixed but I wanted to see if there were any other
>> user
>> written programs that support --xtmixed--. An example of my
>> code is as
>> follows:
>>
>> xtmixed OUTCOME  10PREDICTORS  CONTROL VARIABLES
>> ||RANDOM_1:
>> ||RANDOM_2: ||RANDOM_3: , covariance(unstructured) var mle
>>
>> I would like to estimate the lowest AIC model of any
>> combination of
>> the 10 predictors.
>>
>> Your assistance would be greatly appreciated.
>>
>>
>> --AK
>> *
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