--- On Wed, 4/2/09, Hardy, Dale S wrote:
> I have data in which I want to pick out variables associated
> with developing a disease. Each time I run the foreach
> command with the covariates, I cut out the one variable with
> the highest Z value with p value <0.05 <snip>
The short answer is that you should not do this at all. A clear
explanation of the reasons for that can be found here:
http://www.stata.com/support/faqs/stat/stepwise.html
If you still insist on doing it wrong then you can take a look
at -help stepwise-.
-- 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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