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Re: st: Backward Selection (AIC) with xtmixed
From
SR Millis <[email protected]>
To
[email protected]
Subject
Re: st: Backward Selection (AIC) with xtmixed
Date
Fri, 15 Jul 2011 19:44:16 -0700 (PDT)
This procedure is not recommended.
~~~~~~~~~~~
Scott R Millis, PhD, ABPP, CStat, PStat®
Professor
Wayne State University School of Medicine
Email: [email protected]
Email: [email protected]
Tel: 313-993-8085
--- On Fri, 7/15/11, Allan Kennedy <[email protected]> wrote:
> From: Allan Kennedy <[email protected]>
> Subject: st: Backward Selection (AIC) with xtmixed
> To: [email protected]
> Date: Friday, July 15, 2011, 10:36 PM
> Greetings,
>
> I am interesting is using an automated command that will
> estimate
> model fit with a backward selection model with AIC of an
> --xtmixed--
> approach. I know that both --stepwise-- and --swaic-- both
> do not
> support xtmixed but I wanted to see if there were any other
> user
> written programs that support --xtmixed--. An example of my
> code is as
> follows:
>
> xtmixed OUTCOME 10PREDICTORS CONTROL VARIABLES
> ||RANDOM_1:
> ||RANDOM_2: ||RANDOM_3: , covariance(unstructured) var mle
>
> I would like to estimate the lowest AIC model of any
> combination of
> the 10 predictors.
>
> Your assistance would be greatly appreciated.
>
>
> --AK
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