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st: stepwise regression coefficients change each time the program is run

From   Nina Joyce <>
To   statalist <>
Subject   st: stepwise regression coefficients change each time the program is run
Date   Wed, 21 Sep 2011 09:07:33 -0400

 I have been having this problem for about six months now. Here's the
background: I have a dataset with patient information that I link to a
dataset with physician information.  So it is a many-to-one merge.
There are about 50K patients and 40 physicians.  After they are
merged, I do a bunch of data cleaning and variable creation and then
draw a random sample of 50% to derive the model.  I use a stepwise
regression (i know, i hate it too).  Here's the problem: If I merge
the datasets, do all the data cleaning and then run the stepwise
regression, I get a different model every time.  However, if I merge
the datasets, save it, close it down and then reopen it before doing
the data cleaning and drawing the sample, as long as I use that same
dataset I get the same model every time. Which means that it has to be
something that happens before I save the dataset, and the only thing
that I do before saving is the merge.
thanks so much for any suggestions.

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