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


From   Melissa Barnett <[email protected]>
To   [email protected]
Subject   Re: st: Removing coefficients from model with highest p-values
Date   Thu, 03 Mar 2011 09:46:30 -0500

Thank you very much for both the information on stepwise and the direction on why it's not the best approach....Melissa


On 3/3/2011 3:38 AM, Maarten buis wrote:
--- 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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--
Melissa D. Barnett, Ph.D.
Research Analyst, FICSMath
Science Education Department
Harvard-Smithsonian Center for Astrophysics
60 Garden Street, MS71
Cambridge, MA 02138
617-496-9070


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