Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: bootstrap and model building

From   Nick Cox <>
Subject   Re: st: bootstrap and model building
Date   Fri, 14 Oct 2011 14:20:45 +0100

You don't give any references for this approach. It sounds like a very
roundabout way of getting the information that a direct bootstrap
gives you any way, albeit in different form. It has the extra
disadvantage that it wires in decision-making with fixed significance
levels. I could easily be missing some subtle differences here, but I
would be grateful to know what they are.

Bootstrapping stepwise is the stuff of nightmares.


On Fri, Oct 14, 2011 at 2:02 PM, Sunday Clark <> wrote:
> I saw model building approach using bootstrapping and I am wondering
> if it is possible to do it in Stata. I would like to bootstrap either
> a stepwise or a manual model building procedure to determine which of
> the factors considered for inclusion in the model should be retained
> in the final model. Ideally I would like to determine which factors
> are significant at p<=0.05 in more than 50% of the bootstrap samples.
> For example, stating that var1 was retained because if was significant
> in 90 of 100 bootstrap samples and var2 was not retained because it
> was only significant in 30 of 100 bootstrap samples. Is it possible to
> do this in Stata? If so, do you have any suggestions for how to code
> this? Thank you.

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index