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st: R: Backward Selection (AIC) with xtmixed
From
"Carlo Lazzaro" <[email protected]>
To
<[email protected]>
Subject
st: R: Backward Selection (AIC) with xtmixed
Date
Sat, 16 Jul 2011 12:00:02 +0200
Dear Allan,
As Others have already warned you about, stepwise procedures are not
recommended.
Some interesting remarks concerning their serious disadvantages are reported
in: Kirkwood BR, Sterne JAC. Essential Medical Statistics. 2nd ed. Malden,
MA; Blackwell Science, 2003: 341-342.
Kindest Regards,
Carlo
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di Allan Kennedy
Inviato: sabato 16 luglio 2011 4.36
A: [email protected]
Oggetto: st: Backward Selection (AIC) with xtmixed
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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