--- Sahid Hocine <cahid2@googlemail.com> wrote:
> I am running a multivariate model from which i would like to delete
> the non relevant variables.
You won't find much support for such stepwise procedures on this list
(with the possible exception of Rich Williams). The reasons for that
are summerized here:
http://www.stata.com/support/faqs/stat/stepwise.html
-- Maarten
I think stepwise can be useful as a diagnostic device, e.g. does
mindless empiricism produce more or less the same model that your
great theory does? If not, you might want to consider whether there
is some other great theory you have overlooked. Also, I think there
are situations where stepwise, while Satanic, is less Satanic than
some of the alternatives. The present example doesn't seem to fall
into either of these categories.