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| From | Neil Shephard <nshephard@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: xtivreg- stepwise regression models |
| Date | Wed, 5 Jan 2011 11:04:09 +0000 |
On Wed, Jan 5, 2011 at 10:42 AM, Ari Dothan <ari.dothan@gmail.com> wrote: > Hi all, > xtivreg requires the presence of an endogenous variable. > Stepwise regressions, on the other hand, start with the controls in > the absence of the IV. > Since that endogenous variable is the regressor which should enter in > the last hierarchical regression, and since this is not possible in > xtivreg, I would much appreciate guidance concerning the correct way > to run xtivreg stepwise regressions. Not very helpful, but stepwise variable/model selection should be avoided. Some comments in this FAQ http://www.stata.com/support/faqs/stat/stepwise.html Neil -- "Our civilization would be pitifully immature without the intellectual revolution led by Darwin" - Motoo Kimura, The Neutral Theory of Molecular Evolution Email - nshephard@gmail.com Website - http://kimura.no-ip.org/ Photos - http://www.flickr.com/photos/slackline/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/