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Re: st: RE: RE: vselect & diff n


From   [email protected]
To   [email protected]
Subject   Re: st: RE: RE: vselect & diff n
Date   Mon, 14 Mar 2011 13:30:34 -0500

Joshua Baur <[email protected]> writes:

> does vselect account for different n's among various models? 
> For instance, in surveys with item non response, n's vary for 
> different models, can vselect correct for this,  in BIC calculation 
> for example?

Under the best option, each model is fit on the subset of the data for
which all possible predictors are not missing.  So under the best
option, all models have the same n's (number of observations).

Under forward and backward selection, the data for model fitting is also
restricted to only those observations with non-missing values in all
predictors.  This is similar to the behavior of -nestreg-.

--Charles Lindsey
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