Dear all,
I have used the search function on statalist, but have unfortunately not been able to find an answer. I am imputing two continuous variables in my model that I want to use for variable selection using stepwise backward. My goal is to retain a number of variables that are selected throughout my 5 imputation sets using stepwise backward selection.
Unfortunately, the standard mi estimate command does not allow me to perform stepwise backward selection across imputation sets. I am hoping to get some suggestion as to how to go about this. Thank you very much.
Sincerely,
Jasper
I have used the search function on statalist, but have unfortunately not been able to find an answer. I am imputing two continuous variables in my model that I want to use for variable selection using stepwise backward. My goal is to retain a number of variables that are selected throughout my 5 imputation sets using stepwise backward selection.
Unfortunately, the standard mi estimate command does not allow me to perform stepwise backward selection across imputation sets. I am hoping to get some suggestion as to how to go about this. Thank you very much.
Sincerely,
Jasper
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