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Re: st: Sequential or hierarchical regression


From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: Sequential or hierarchical regression
Date   Sat, 06 Nov 2004 13:10:58 -0500

At 09:17 PM 11/4/2004 -0800, Kang, Eugene wrote:
I am doing a sequential multiple regression where I start with the base
model: y = a + b1x1 + b2x2

followed by the full model: y = a = b1x1 + b2x2 + b3x3 + b4x4

==================================================
Try findit hireg and install this program. It does what you want if I
understand you correctly.
Alan Acock
I just looked at -hireg-. Something to be careful of: It does not do a listwise deletion of missing data for all variables in the final model, e.g. I just did a test where the first regression had 500 cases and the addition of more variables shrunk the N to 405 cases. I believe you should be analyzing the same cases throughout it you are going to do incremental F tests like this.

A workaround is to select only cases with nonmissing values, e.g.

hireg y (x1 x2) (x3 x4) if !missing(y, x1, x2, x3, x4)

If I am reading sw.ado right (which I may not be), -sw- gets around this problem by dropping missing data cases temporarily and then restoring the original data set.


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Richard Williams, Notre Dame Dept of Sociology
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