Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: RE: RE: vselect & ologit
From
"Lachenbruch, Peter" <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: RE: vselect & ologit
Date
Tue, 8 Mar 2011 15:11:32 -0800
I think the article says they are working on the selection model using log likelihoods. I've been working on a selection model for a logistic regression and finding that stepwise logistic gives the same answers for an example with 14 predictors as vselect does with the 0-1 variable in a multiple regression. No guarantee that this holds more generally.
Tony
Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Nick Cox
Sent: Tuesday, March 08, 2011 1:01 PM
To: '[email protected]'
Cc: '[email protected]'
Subject: st: RE: vselect & ologit
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
*
* 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/
*
* 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/