Forward Stepwise Regression of Total Depression Score on Selected Variables --------------------------------------------------------------------------------------------- log: D:\s209\m9depressstep.log log type: text opened on: 24 Mar 2006, 11:10:12 . use "Z:\mydocs\ys209\survey2b.dta", clear . su age Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- age | 256 40.83594 16.03979 18 83 . gen agecent=age-40.836 . gene agecent2=agecent^2 . sw regress total (agecent agecent2) female educatn l10inc (cath jewi none) married drinks g > oodhlth, pr(.10) pe(.05) forward begin with empty model p = 0.0001 < 0.0500 adding l10inc p = 0.0017 < 0.0500 adding goodhlth p = 0.0006 < 0.0500 adding agecent agecent2 p = 0.0291 < 0.0500 adding cath jewi none p = 0.0440 < 0.0500 adding female Source | SS df MS Number of obs = 256 -------------+------------------------------ F( 8, 247) = 7.26 Model | 3855.06211 8 481.882763 Prob > F = 0.0000 Residual | 16386.6879 247 66.342866 R-squared = 0.1905 -------------+------------------------------ Adj R-squared = 0.1642 Total | 20241.75 255 79.3794118 Root MSE = 8.1451 ------------------------------------------------------------------------------ total | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- l10inc | -6.014221 1.774222 -3.39 0.001 -9.508756 -2.519686 goodhlth | -6.105461 1.460754 -4.18 0.000 -8.982585 -3.228338 agecent | -.1040289 .0366656 -2.84 0.005 -.1762459 -.0318118 agecent2 | -.0011315 .0021183 -0.53 0.594 -.0053037 .0030408 cath | .6963816 1.398171 0.50 0.619 -2.057478 3.450241 jewi | 4.922959 1.862432 2.64 0.009 1.254686 8.591232 none | 3.294762 1.361952 2.42 0.016 .6122415 5.977283 female | 2.16365 1.068748 2.02 0.044 .0586276 4.268673 _cons | 19.62308 2.879873 6.81 0.000 13.95084 25.29532 ------------------------------------------------------------------------------ . * since age squared is n.s. one can next estimate a final model without agecent2 . sw regress total agecent female educatn l10inc (cath jewi none) married drinks goodhlth, pr > (.10) pe(.05) forward begin with empty model p = 0.0001 < 0.0500 adding l10inc p = 0.0017 < 0.0500 adding goodhlth p = 0.0001 < 0.0500 adding agecent p = 0.0325 < 0.0500 adding cath jewi none p = 0.0392 < 0.0500 adding female Source | SS df MS Number of obs = 256 -------------+------------------------------ F( 7, 248) = 8.28 Model | 3836.1335 7 548.019071 Prob > F = 0.0000 Residual | 16405.6165 248 66.1516794 R-squared = 0.1895 -------------+------------------------------ Adj R-squared = 0.1666 Total | 20241.75 255 79.3794118 Root MSE = 8.1334 ------------------------------------------------------------------------------ total | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- l10inc | -5.735672 1.693409 -3.39 0.001 -9.070969 -2.400375 goodhlth | -6.074941 1.457532 -4.17 0.000 -8.945661 -3.204222 agecent | -.1118607 .0335578 -3.33 0.001 -.1779554 -.0457661 cath | .6795862 1.395802 0.49 0.627 -2.069552 3.428724 jewi | 4.877596 1.857812 2.63 0.009 1.218495 8.536696 none | 3.245316 1.356843 2.39 0.018 .5729107 5.917721 female | 2.206494 1.064198 2.07 0.039 .1104765 4.302512 _cons | 18.94756 2.583604 7.33 0.000 13.85896 24.03617 ------------------------------------------------------------------------------ . log close log: D:\s209\m9depressstep.log log type: text closed on: 24 Mar 2006, 11:13:15 ---------------------------------------------------------------------------------------------