Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: AW: Simulate stepwise: Report coefficients from each replication


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: Simulate stepwise: Report coefficients from each replication
Date   Mon, 29 Mar 2010 17:02:22 +0200

<> 


Where exactly do you define -program- "sim"? -simulate- expects a command
after the colon, remember...



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von John Antonakis
Gesendet: Montag, 29. März 2010 16:56
An: [email protected]
Betreff: st: Simulate stepwise: Report coefficients from each replication

I want to highlight the evils of stepwise analysis. However, I am having 
problems in getting Stata to report the coefficients from each 
replication --it seems that it only reports the coefficients that are 
common across replications.  Anyone have any ideas?

clear
set seed 51

drop _all

set obs 272
gen x1=rnormal()
gen x2=rnormal() +.2*x1
gen x3=rnormal() +.3*x1 + .3*x2
gen x4=rnormal() +.2*x1
gen x5=rnormal()
gen x6=rnormal() + .2*x5
gen x7=rnormal() + .5*x5
gen x8=rnormal() + .1*x7
gen x9=rnormal() + .1*x7

generate double e  = 5*rnormal()
generate double u  = sqrt(exp(-2+0.6*x1))*e

gen y = 5+ x1+x2+x3+x4+x5+x6+x7+x8+x9 + 2*u

stepwise, pr(.2): reg y x1-x9

end

simulate _b _se, reps(20) seed (123) : sim,

-- 
____________________________________________________

Prof. John Antonakis, Associate Dean 
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Faculty page:
http://www.hec.unil.ch/people/jantonakis

Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index