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Re: st: Quantile regression
--- [email protected] wrote:
> I am performing quantile regression using STATA qreg procedure. I
> have a list of 400 variables and I would like to select the best set
> of 10 variables out of those 400.
Thechnicaly it is possible, but you shouldn't do it, see:
http://www.stata.com/support/faqs/stat/stepwise.html
or listen to stattalk number 6 segment 6:
http://www.ats.ucla.edu/stat/StatTalk/episodes/default.htm
-- Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
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