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st: Removing coefficients from model with highest p-values
From 
 
Melissa Barnett <[email protected]> 
To 
 
[email protected] 
Subject 
 
st: Removing coefficients from model with highest p-values 
Date 
 
Wed, 02 Mar 2011 17:35:21 -0500 
I have a model that includes the main effects and every possible 
combination for 2-way interactions between the main effects.  I've 
started with this model and then after it has completed running, I 
manually remove the interaction with the highest p-value and then re-run 
the model again until all of the interaction effects left in the model 
are significant.  Is there a way in Stata to do this without having to 
manually remove the term with the highest p-value?
Many thanks,
Melissa
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