Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | "Carlo Lazzaro" <carlo.lazzaro@tin.it> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: R: Backward Selection (AIC) with xtmixed |
Date | Sat, 16 Jul 2011 12:00:02 +0200 |
Dear Allan, As Others have already warned you about, stepwise procedures are not recommended. Some interesting remarks concerning their serious disadvantages are reported in: Kirkwood BR, Sterne JAC. Essential Medical Statistics. 2nd ed. Malden, MA; Blackwell Science, 2003: 341-342. Kindest Regards, Carlo -----Messaggio originale----- Da: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Allan Kennedy Inviato: sabato 16 luglio 2011 4.36 A: statalist@hsphsun2.harvard.edu Oggetto: st: Backward Selection (AIC) with xtmixed 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/