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st: stepwise regression

To   "stata group mail" <>
Subject   st: stepwise regression
Date   Tue, 13 Apr 2004 09:22:55 +0200

Hi all,
I have performed the sw (stepwise) regress in Stata, my results with backward
or forward estimation is very different, but I know that shouldn't be so.
My question is: is the Stata sw procedure the real stepwise estimation??!!
It seems to me that the selection is based only on the significance and
not on the marginal explainatory power of every single variable.

Many many thanks. 

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