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RE: st: AW: estimation of series of OLS regressions based on t-values from previous regression


From   Maarten buis <[email protected]>
To   [email protected]
Subject   RE: st: AW: estimation of series of OLS regressions based on t-values from previous regression
Date   Fri, 30 Jan 2009 16:55:19 +0000 (GMT)

--- sdm1 <[email protected]> wrote:
> I'm afraid that it will have to be done (considerably) more than
> once!  If anyone could offer an idea of how to get started with a
> program, that would be much appreciated.

You seem to be aware that applying this method on that number of
variables will mean that your results cannot in any way be generalized
outside your data. Just out of curiosity, could you give a bit of
substantive background behind your problem, showing that
generalizability is not of interest in your case? It would be nice to
have a real life example of an exception to the rule that
stepwise/datamining/datasnooping is evil. 

-- 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 N515

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      
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