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RE: st: 95% CI's for Stepwise Regression (-swboot-)


From   "rasool.bux" <rasool.bux@aku.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: 95% CI's for Stepwise Regression (-swboot-)
Date   Tue, 27 Nov 2012 06:47:55 +0000

Dear William,

Thanks for reply. But I want to compute 95% CI's for RMSE of each sample if I use -bsample- in a loop for my data even for regression.

Best regards
Rasool Bux

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of William Buchanan
Sent: Friday, November 23, 2012 5:48 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: 95% CI's for Stepwise Regression (-swboot-)

If you've searched through the Statalist Archives at all, you'll have noticed that in general many people do not support the use of stepwise regression for multiple valid reasons. Why not just fit a model to your data that is supported by your theory with a regular linear regression model instead?

HTH,
Billy

Sent from my iPhone

On Nov 23, 2012, at 4:32, "rasool.bux" <rasool.bux@aku.edu> wrote:

> Dear Statalist users,
>
> How could I get 95%CI's for stepwise regression model. I found -swboot- but it is not giving any estimates. Is there any simple way to get 95%CI's for sw regression.  I am doing the following procedures to get CI but I am not sure that is this a correct way or not.
>
> Procedure #1
> ==========
> 1. I am running sw regression
> 2. Saving predicted values
> 3. Running bootstrap with regress using yvariable and yhat variable.
> 4. This is giving the CI's but the Observed RMSE is different from the original as in #1 and I think it is b/c of degrees of freedom.
>
> Prorcedure #2
> ============
> 1. I am running sw regression
> 2. Running bootstrap with regress using yvariable and those variables which are kept by the model.
> 3. This is giving the same observed RMSE as in #1.
>
> I am not clear Which CI's should I report and which method is appropriate and correct. Kindly help me in this regard
>
> Thanks
> Rasool Bux
> "Data is not information. Information is not knowledge. Knowledge is not understanding. Understanding is not wisdom."
>
>
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