Re: AW: st: AW: Simulate stepwise: Report coefficients from each replication

[John Antonakis <john.antonakis@unil.ch>]

Hi:

Oh...OK.  Thanks for the tip with gen byte....

As for the interaction between the two seeds--I suppose that I should 
just have one seed--in the simulate command, right?

Best,
J.

____________________________________________________

Prof. John Antonakis, Associate Dean 
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Faculty page:
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Personal page:
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____________________________________________________



On 29.03.2010 17:31, Martin Weiss wrote:
> <> 
>
>
> What is your complaint, BTW? You get a red cross marker from -simulate-
> whenever one of the coefficients was dropped by -stepwise-. Which makes
> sense to me.
>
> What is " x1_count" and sister variable good for in your -program-?
>
>
> The high/low variables can be created as one-liners:
>
> *************
> gen byte x1_high= _n > 177
> *************
>
> Have you thought about the interaction between the two -seed-s that you set?
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von John Antonakis
> Gesendet: Montag, 29. März 2010 17:07
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: AW: Simulate stepwise: Report coefficients from each
> replication
>
> Sorry....I took bits out of some older code....in fact, the program is 
> the following (where I want to show that stepwise gives nonsense 
> findings, particularly when analyzing data within extreme 
> groups--believe me, people do this and I am commenting on a paper that 
> just did it)--I will run the below four times for each group (though 
> with a bit of programming I guess it is possible to run it one):
>
> clear
> set seed 51
>
> capture program drop sim
>  version 10.1
> program define sim, eclass
>         drop _all
>
> set obs 272
> gen x1=rnormal()
> gen x2=rnormal() +.2*x1
> gen x3=rnormal() +.3*x1 + .3*x2
> gen x4=rnormal() +.2*x1
> gen x5=rnormal()
> gen x6=rnormal() + .2*x5
> gen x7=rnormal() + .5*x5
> gen x8=rnormal() + .1*x7
> gen x9=rnormal() + .1*x7
>
> generate double e  = 5*rnormal()
> generate double u  = sqrt(exp(-2+0.6*x1))*e
>
> gen y = 5+ x1+x2+x3+x4+x5+x6+x7+x8+x9 + 2*u
>
> reg y x*
>
> sort x1
> gen x1_count=_n
> gen x1_high=1 if _n > 177
> replace x1_high=0 if _n <178
> gen x1_low=1 if _n < 96
> replace x1_low=0 if _n>95
>
> sort x2
> gen x2_count=_n
> gen x2_high=1 if _n > 177
> replace x2_high=0 if _n <178
> gen x2_low=1 if _n < 96
> replace x2_low=0 if _n>95
>
> gen group="high_high" if x1_high==1 & x2_high==1
> replace group="low_low" if x1_low==1 & x2_low==1
> replace group="low_high" if x1_low==1 & x2_high==1
> replace group="high_low" if x1_high==1 & x2_low==1
>
> stepwise, pr(.2): reg y x1-x9 if group=="low_low"
>
> end
>
> simulate _b _se, reps(20) seed (123) : sim,
>
> Best,
> J.
>
> ____________________________________________________
>
> Prof. John Antonakis, Associate Dean 
> Faculty of Business and Economics
> Department of Organizational Behavior
> University of Lausanne
> Internef #618
> CH-1015 Lausanne-Dorigny
> Switzerland
>
> Tel ++41 (0)21 692-3438
> Fax ++41 (0)21 692-3305
>
> Faculty page:
> http://www.hec.unil.ch/people/jantonakis
>
> Personal page:
> http://www.hec.unil.ch/jantonakis
> ____________________________________________________
>
>
>
> On 29.03.2010 17:02, Martin Weiss wrote:
>   
> > <> 
> >
> >
> > Where exactly do you define -program- "sim"? -simulate- expects a command
> > after the colon, remember...
> >
> >
> >
> > HTH
> > Martin
> >
> >
> > -----Ursprüngliche Nachricht-----
> > Von: owner-statalist@hsphsun2.harvard.edu
> > [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von John
> >     
> Antonakis
>   
> > Gesendet: Montag, 29. März 2010 16:56
> > An: statalist@hsphsun2.harvard.edu
> > Betreff: st: Simulate stepwise: Report coefficients from each replication
> >
> > I want to highlight the evils of stepwise analysis. However, I am having 
> > problems in getting Stata to report the coefficients from each 
> > replication --it seems that it only reports the coefficients that are 
> > common across replications.  Anyone have any ideas?
> >
> > clear
> > set seed 51
> >
> > drop _all
> >
> > set obs 272
> > gen x1=rnormal()
> > gen x2=rnormal() +.2*x1
> > gen x3=rnormal() +.3*x1 + .3*x2
> > gen x4=rnormal() +.2*x1
> > gen x5=rnormal()
> > gen x6=rnormal() + .2*x5
> > gen x7=rnormal() + .5*x5
> > gen x8=rnormal() + .1*x7
> > gen x9=rnormal() + .1*x7
> >
> > generate double e  = 5*rnormal()
> > generate double u  = sqrt(exp(-2+0.6*x1))*e
> >
> > gen y = 5+ x1+x2+x3+x4+x5+x6+x7+x8+x9 + 2*u
> >
> > stepwise, pr(.2): reg y x1-x9
> >
> > end
> >
> > simulate _b _se, reps(20) seed (123) : sim,
> >
> >   
> >     
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