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st: RE: vselect & ologit
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: vselect & ologit
Date
Tue, 8 Mar 2011 21:01:16 +0000
The help file says
"-vselect- performs variable selection for linear regression."
As I understand it, there is no sense in which it supports -ologit- or works with -ologit-.
That would require major re-engineering of the program on your part (indeed, I guess wildly, substantial innovation in terms of thinking of the appropriate criteria to use).
Note: you say OLS, but -vselect- is not restricted to plain regression. It can take various weights. Thus characterising it as using OLS is incorrect.
Earlier today I commented on the bizarre practice of saying "OLS" when regression in general is meant.
But I'd contact Charles Lindsey at StataCorp for the definitive word. (I've sent him a copy of this.)
Nick
[email protected]
Baur, Joshua
Didn't find any documentation on this, so must ask, does vselect also work with ologit regressions as well as OLS?
-vselect- is
SJ-10-4 st0213 . . . . . . . . . . . Variable selection in linear regression
(help vselect if installed) . . . . . . . . C. Lindsey and S. Sheather
Q4/10 SJ 10(4):650--669
performs variable selection after a linear regression
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