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Re: st: xtnbreg and stepwise regression


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: xtnbreg and stepwise regression
Date   Thu, 6 Nov 2008 14:04:59 +0000 (GMT)

--- Feng Yan <[email protected]> wrote:
> I am using the Negative Binomial Regression on the Panel data with
> the fixed effects. There are 22 variables in my model. Was trying to
> do a stepwise regression in order to keep the most significant
> variables but failed. 

You already received some answers from Martin and Alan. I will only add
that you should be happy that you can't use stepwise, because stepwise
is evil (a list of more reasonable arguments against stepwise can be
found here: http://www.stata.com/support/faqs/stat/stepwise.html )

-- Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      
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