Doing this, I end up with exactly the same results SPSS provides. This is
wondrous - as is the bestreg program that I will be experimenting with next
- as it will allow me to drop SPSS (costly and clunky, and can't be used on
my current Mac) for Stata.
Thank you, all!
>[From Richard Williams:]
>Here is a not too painful way to get more stepwise information from
>Stata. Basically, just run the regressions twice: Once with
>stepwise, and then again with nestreg. With nestreg, specify the
>vars in the same order that stepwise added them. Example:
[BestReg from Zurab Sajaia]
[Macro from Ward]
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