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: RE: RE: vselect & ologit


From   "Lachenbruch, Peter" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: RE: vselect & ologit
Date   Tue, 8 Mar 2011 15:11:32 -0800

I think the article says they are working on the selection model using log likelihoods.  I've been working on a selection model for a logistic regression and finding that stepwise logistic gives the same answers for an example with 14 predictors as vselect does with the 0-1 variable in a multiple regression.  No guarantee that this holds more generally.

Tony

Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001


-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Nick Cox
Sent: Tuesday, March 08, 2011 1:01 PM
To: '[email protected]'
Cc: '[email protected]'
Subject: st: RE: vselect & ologit

The help file says 

"-vselect- performs variable selection for linear regression."

As I understand it, there is no sense in which it supports -ologit- or works with -ologit-. 

That would require major re-engineering of the program on your part (indeed, I guess wildly, substantial innovation in terms of thinking of the appropriate criteria to use). 

Note: you say OLS, but -vselect- is not restricted to plain regression. It can take various weights. Thus characterising it as using OLS is incorrect. 

Earlier today I commented on the bizarre practice of saying "OLS" when regression in general is meant. 

But I'd contact Charles Lindsey at StataCorp for the definitive word. (I've sent him a copy of this.) 

Nick 
[email protected] 

Baur, Joshua

Didn't find any documentation on this, so must ask, does vselect also work with ologit regressions as well as OLS?

-vselect- is

SJ-10-4 st0213  . . . . . . . . . . .  Variable selection in linear regression
        (help vselect if installed) . . . . . . . . C. Lindsey and S. Sheather
        Q4/10   SJ 10(4):650--669
        performs variable selection after a linear regression


*
*   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