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]

Re: st: Backward Selection (AIC) with xtmixed


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Backward Selection (AIC) with xtmixed
Date   Mon, 18 Jul 2011 17:58:03 +0200

See:

http://www.stata.com/support/faqs/stat/stepwise.html

See also: Antonakis J. & Dietz J. (2011). Looking for Validity or Testing It? The Perils of Stepwise Regression, Extreme-Scores Analysis, Heteroscedasticity, and Measurement Error. Personality and Individual Differences, 50(3), 409-415. http://dx.doi.org/10.1016/j.paid.2010.09.014

Will be happy to send it to you (or anyone else interested off-line).

Best,
J.

__________________________________________

Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
__________________________________________


On 16.07.2011 21:08, SR Millis wrote:
The problems with the various flavors of stepwise variable selection (including forward and backward selection) have been discussed quite exhaustively on Statalist (search the archives).  In short, the models/variables selected by stepwise methods tend to be unstable and often do not replicate well.

Scott Millis



--- On Fri, 7/15/11, Allan Kennedy<dkstata@gmail.com>  wrote:

From: Allan Kennedy<dkstata@gmail.com>
Subject: Re: st: Backward Selection (AIC) with xtmixed
To: statalist@hsphsun2.harvard.edu
Date: Friday, July 15, 2011, 10:53 PM
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/

*
*   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