|
|  |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: Re: stepwise like SPSS?
On 14 Feabh 2007, at 23:13, David Zatz wrote (concerning doubts about
the usefulness of stepwise methods):
Yes, I've seen that about a hundred times on my Google search.
However, for
exploratory research, used with care, it is desirable. Sometimes
you want
to be guided by what's there and not by what's already in your head.
When you have more candidate predictor variables than you know what
to do with, another route is to examine these for a simpler
underlying structure. The typical case in which the candidate
predictors are widely correlated, which causes problems in OLS models
and especially in stepwise ones, can be turned to an advantage in
this way.
I've spent the last couple of years trying to figure out some way of
cracking a problem with 36 candidate predictors whose factor
structure didn't look like it was supposed to (and didn't look like
anything I could recognise from the theoretical point of view). I've
finally started making sense of the mess using -clv- to explore the
structure of the predictors and -msp- to winnow out the less useful
ones, leaving me with something which is unexpected but fascinating…
=========
Ronán Conroy
Royal College of Surgeons in Ireland
[email protected]
+353 (0) 1 402 2431
+353 (0) 87 799 97 95
http://www.flickr.com/photos/ronanconroy
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
