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From | Allan Kennedy <dkstata@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Backward Selection (AIC) with xtmixed |
Date | Fri, 15 Jul 2011 22:53:10 -0400 |
Could you provide a deeper rationale as to why this approach is not recommended?/ On Fri, Jul 15, 2011 at 10:44 PM, SR Millis <aa3379@wayne.edu> wrote: > This procedure is not recommended. > > > ~~~~~~~~~~~ > Scott R Millis, PhD, ABPP, CStat, PStat® > Professor > Wayne State University School of Medicine > Email: aa3379@wayne.edu > Email: srmillis@yahoo.com > Tel: 313-993-8085 > > > --- On Fri, 7/15/11, Allan Kennedy <dkstata@gmail.com> wrote: > >> From: Allan Kennedy <dkstata@gmail.com> >> Subject: st: Backward Selection (AIC) with xtmixed >> To: statalist@hsphsun2.harvard.edu >> Date: Friday, July 15, 2011, 10:36 PM >> Greetings, >> >> I am interesting is using an automated command that will >> estimate >> model fit with a backward selection model with AIC of an >> --xtmixed-- >> approach. I know that both --stepwise-- and --swaic-- both >> do not >> support xtmixed but I wanted to see if there were any other >> user >> written programs that support --xtmixed--. An example of my >> code is as >> follows: >> >> xtmixed OUTCOME 10PREDICTORS CONTROL VARIABLES >> ||RANDOM_1: >> ||RANDOM_2: ||RANDOM_3: , covariance(unstructured) var mle >> >> I would like to estimate the lowest AIC model of any >> combination of >> the 10 predictors. >> >> Your assistance would be greatly appreciated. >> >> >> --AK >> * >> * 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/ > * * 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/