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st: RE: xtnbreg and stepwise regression


From   "Feiveson, Alan H. (JSC-SK311)" <[email protected]>
To   <[email protected]>
Subject   st: RE: xtnbreg and stepwise regression
Date   Thu, 6 Nov 2008 07:36:51 -0600

You could use -tryem- to find the "best" subset of a given size for most
regression-type estimation commands, including xtnbreg.


ssc describe tryem
help tryem

Al Feiveson
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Feng Yan
Sent: Wednesday, November 05, 2008 6:13 PM
To: [email protected]
Subject: st: xtnbreg and stepwise regression

Hello,
I am using the Negative Binomial Regression on the Panel data with the
fixed effects. There are 22 variables in my model . Was trying to do a
stepwise regression in order to keep the most significant variables but
failed. Could anyone tell me if there is any way to do the stepwise
regression on the Panel Negative Binomial Regression?

Thanks in advanced!

Eric

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