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st: R: Backward Selection (AIC) with xtmixed


From   "Carlo Lazzaro" <carlo.lazzaro@tin.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: R: Backward Selection (AIC) with xtmixed
Date   Sat, 16 Jul 2011 12:00:02 +0200

Dear Allan,
As Others have already warned you about, stepwise procedures are not
recommended.
Some interesting remarks concerning their serious disadvantages are reported
in: Kirkwood BR, Sterne JAC. Essential Medical Statistics. 2nd ed. Malden,
MA; Blackwell Science, 2003: 341-342.

Kindest Regards,
Carlo
-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Allan Kennedy
Inviato: sabato 16 luglio 2011 4.36
A: statalist@hsphsun2.harvard.edu
Oggetto: st: Backward Selection (AIC) with xtmixed

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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