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st: "alternative" stepwise approaches: Hierachical and Mixed

From   Diego Bellavia <[email protected]>
To   [email protected]
Subject   st: "alternative" stepwise approaches: Hierachical and Mixed
Date   Fri, 26 Jan 2007 19:09:28 +0000 (GMT)

Dear List, 

I have a couple of really basic questions about the meaning and opporutnity to use two different
stepwise approaches: 

1) Mixed approach: I have read some paper (clinical research) using thi s approach and I tried to get it in STATA 
using : 

               sw outcome var1 var2 var3 var4, pe (0.1) pr (p 0.2)

The command works fine only when pe is less than pr. I sayd it works but I do not understand if it is a "mixed" stepwise approach 
and actually, what is a "mixed" approach. Anyone can explain what are the different steps in such an approach ? Finally, when the "mixed" approach is better 
than the standard backward (forward) one ?

2) Hierarchical stepwise: using the "hier" option, it works fine, but, again, it is not really clear to me what is the meaning of a hierarchical 
model building, in what it is different, for example, to a standard backward/forward approach, and what STATA does during the different steps.
I have read something about the hierarchical model building technique, but the material I have found on-line were not that clear.
If I understood correctly, we talk about hierarchical models when we have a lot of "derived" variables like effect modifiers or polynomials. Is that 
correct ? And finally, when it is useful to use such technique ? 

Any brief clarification or links to qualitative documents would be greatly appreciated ! 

Thank you in advance 



Vinci i biglietti per FIFA World Cup in Germania!

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