cottrell(a)wfu.edu @ INTERNET skrev 2008-01-11 15:56:25 : > On Fri, 11 Jan 2008, Sven Schreiber wrote: > > > Am 11.01.2008 08:49, andreas.rosenblad(a)ltv.se schrieb: > > > So it is a backward selection precedure. It's great that it has > been added, > > > I have missed it. Could you add a forward selection procedure too, please? > > > In case you mean specific-to-general instead of > general-to- > specific, I don't think that's a good idea. Or is it > something > else that you have in mind? > > The procedure that been added recently fits well, I think, as an > option to the "omit" command. > > The procedure to which Andreas alludes (if I understand right) might > fit as an option to the "add" command. You could perhaps do > something like this: > > list xlist = x1 x2 x3 x4 x5 x6 > ols y const > add xlist --auto # or add xlist --auto=arg > > This would 1. Search xlist for the variable that is the "best" > single addition to the model on some criterion (lowest p-value, > greatest impact on AIC, BIC, R^2, whatever?) > > 2. If that "best" variable meets some threshold condition, add it > and go to step 1; if not, stop and report the augmented model. > > Is that what you have in mind?
Yes, that's what I had in mind. Andreas
