Re: st: xtivreg- stepwise regression models

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- On Wed, 5/1/11, Ari Dothan wrote:
> I would much appreciate guidance concerning the
> correct way to run xtivreg stepwise regressions.

To many on this list, the correct way of doing 
stepwise regression is to not do it at all, see:
<http://www.stata.com/support/faqs/stat/stepwise.html>

There are still some people who think that it has
a place in their toolbox. Basically, if that is your
position then it is indulged as long as it is useful,
but it is discarded as soon as you run into problems 
like the ones you report.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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