Re: st: Removing coefficients from model with highest p-values

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- On Wed, 2/3/11, Melissa Barnett wrote:
> 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?


First of all there are many reasons why you should not
do this:
<http://www.stata.com/support/faqs/stat/stepwise.html>

But if you still insist you can look at -help stepwise-.

But let me repeat: do not do it.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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