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st: RE: stepwise regression with force statment

From   "Nick Cox" <>
To   <>
Subject   st: RE: stepwise regression with force statment
Date   Fri, 6 Jun 2003 18:19:55 +0100

Liping Huang

> Does anyone know the syntax about a stepwise regression but 
> force some
> independent variables into the model? I know how to do the 
> stepwise but
> couldn't find the syntax to force the model including some 
> variables.

I don't think there is one in -sw-, and with very good reason. 

I think you can't have it both ways. If you want your model
to be selected by whatever addition or removal criteria you specify, 
you can't also say a priori that certain predictors must belong 
in the model. 

What you could try, I suppose, is 

	1. regress response on the predictors you believe in 

	2. put the residuals from that into a stepwise as 
	response with all the other predictors. 

but quite how you put that all together, and what status 
it has, is anybody's guess. 

Better advice, I think, is to seek out Frank Harrell's 
"Regression modeling strategies" for a long list of reasons 
why stepwise is a very bad idea. 


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