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st: variable selection and bootstrap


From   aegl <[email protected]>
To   [email protected]
Subject   st: variable selection and bootstrap
Date   Sat, 21 Mar 2009 22:51:28 +0100

Hello,

I need to run a logistic regression including several X variables . I therefore plan to use backwards selection to select the best predictors and I have read that it is possible to combine this approach with boostrap.
I have tried using the following syntax :

stepwise, pr(.10): logistic Y  X1 X2 X3 X4 X5 X6 X7, vce(bootstrap)

This gives a result that is different from using an alternative approach: first running the backwards selection on the original sample, and then using the bootstrap to compute the CIs.

Does anybody know what I am doing by using this syntax ? Is there another way to run backwards selection procedures with bootstrap ?

Thank you very much for any input.

Joel Rebloch'
Data analyst
Grenoble, France





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