Ooops! Dear Martin, you got me!!
Thanks for pointing this out.
Kind Regards,
Carlo
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di Martin Weiss
Inviato: sabato 31 gennaio 2009 12.00
A: [email protected]
Oggetto: Re: st: AW: estimation of series of OLS regressions based on
t-values from previous regression
> Dear sdm1,
> as Maarten and Nick pointed out, there are some problems concerning the
> reliability of stepwise procedure, which are listed in the following FAQ
>
> (please search) http://www.stata.com/support/statalist/faq for the
> following item:
>
>
> Title Problems with stepwise regression
> Author Bill Sribney, StataCorp
> Date May 1998
I sent the link in my message yesterday...
http://www.stata.com/statalist/archive/2009-01/msg01130.html
HTH
Martin
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