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Re: st: general-to-specific GETS algorithm


From   [email protected]
To   [email protected]
Subject   Re: st: general-to-specific GETS algorithm
Date   Fri, 27 Jan 2012 17:52:45 +0000

I wouldn't bother with that, personally; Google-search the name of Frank Harrell (mentioned frequently on the list) for squillions of reasons why.

Anyway, why isn't something like factor analysis, from which you could derive factor scores and use them in a model (not tested), good enough for you?

C

-----Original Message-----
From: Jorge Eduardo Pérez Pérez <[email protected]>
Sender: [email protected]
Date: Fri, 27 Jan 2012 11:47:07 
To: [email protected]<[email protected]>
Reply-To: [email protected]: Re: st: general-to-specific GETS algorithm

Take a look at -stepwise-
_______________________
Jorge Eduardo Pérez Pérez



On Fri, Jan 27, 2012 at 8:18 AM, Cecchi, Francesco
<[email protected]> wrote:
>
> "Cecchi, Francesco" <[email protected]> wrote:
>
>
> Dear Statalist members,
>
> I would like to use a general-to-specific approach to select my econometric model. I was wondering if anyone has a simple GETS algorithm/do file to run on Stata (or knows where to find it).
>
> Thanks a lot in advance,
>
> Francesco Cecchi
>
>
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>
>


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