Re: st: stepwise

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 09:28 AM 9/1/2006, Timothy.Mak@iop.kcl.ac.uk wrote:
> Hi Stata list,
>
> When it come to stepwise regression, both SPSS and Stata do something I
> don't know why it does. Given the made-up dataset below, where y has 8
> observations and x1 has 8 and x2 has 7.
>
>    y      x1    x2
>     4.00            1.00             .00
>     5.00            1.00             .00
>     6.00            1.00             .00
>     7.00            1.00            1.00
>     8.00             .00             .00
>     9.00             .00             .00
>    10.00             .00        .
>    11.00             .00             .00
>
>
> If I run a stepwise regression of y on x1 and x2, using the Forward
> procedure, then the final 'selected' model, which is equivalent to the y
> on x1 regression, only uses 7 observations. Is it based on any statistical
> principle that models should be selected this way? If not, why does Stata
> not at least provide an option where you can use all available
> observations in the selection process?
I believe both SPSS and Stata start by doing listwise deletion of 
MD.  When choosing a model, the comparisons would get distorted if 
different cases were being analyzed at different steps, i.e. you 
shouldn't compare a model with 8 cases and x1 to a model with 7 cases 
and X1 and X2.


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Richard Williams, Notre Dame Dept of Sociology
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