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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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