On 12.04.2011 21:52, Zd Gibbs wrote:
Sorry, the first version was incomplete. I'm trying again.
I am running a regression equation and i want to enter in 12 IV then stepwise
enter 8 variables and not have an origin.
DV is "shfl".
I want to enter in the following 12 independent dummy variables
ajan
bfeb
cmar
dapr
emay
fjun
And then I want to enter in a stepwise fashion
slag6
slag7
slag8
slag9
slag10
slag11
slag12
And finally, I want there to be no origin.
I've done simple regression, but nothing quite like this.
See ?step which allows to specify minimal, maximal models as well as
forward stepwise selection.
BTW: Someone called Frank Harrell will shortly let you know about
possible problems in model interpretation when using stepwise variable
selection.
Best,
Uwe Ligges
I would appreciate your help.
Thanks
Zeda
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