.- help for ^cic^ .- Backward model selection using change in coefficient criterion -------------------------------------------------------------- ^cic^ [^if^ exp] [^in^ range] [^weight^=exp] [, model(string) modelopts(string) outcome(varlist) primary(varlist) alist(varlist) blist(varlist) criterion(real 5) ^complete^ ^nomodels^ ^nodetail^ ] Description ----------- ^cic^ automates backwards model selection using the change-in-coefficient criterion for a specified primary predictor. The primary predictor and an A-list of covariates are included in the model by default. Then ^cic^ cycles through a B-list of covariates eligible for removal. On each cycle, a model is fit omitting each of the remaining B-list covariates one at a time, and the absolute percent change in the coefficient for the primary predictor is calculated. Then the covariate that induced the smallest change is removed from the B-list, provided the change is less than specified maximum change criterion. Cycling continues until no remaining B-list variables induce changes smaller than the allowable maximum. In contrast to more sophisticated built-in Stata stepwise commands, ^cic^ requires the user to specify the model type, required model options, outcome, primary predictor, and A- and B-list covariates as separate options. Options ------- ^if^, ^in^, and ^weights^ are specified as usual. The specified weight must be allowed by the regression command. ^model^(string) specifies the regression command to use (e.g., regress, logistic, stcox, xtlogit, xtmixed). ^This option must be specified.^ The data must already have been stset or xtset as required by the specified command. ^modelopts^(string) specifies any required model options (e.g. || id: time in a mixed model with random intercept and slope). This option need not be specified. ^outcome^(varlist) specifies the outcome variable. ^This option must be specified,^ except for Cox and other survival models using stset data. ^primary^(varlist) specifies the primary predictor. Only continuous or binary predictors can be used. Binary predictors may be specified using the i. prefix; if so, they are assumed to be coded 0 = no, 1 = yes. ^This option must be specified.^ ^alist^(varlist) specifies the A-list covariates to be included in any model by default. Factor variables (e.g. i.age_category) are allowed. This option need not be specified if all covariates are eligible for removal (i.e., on the B-list). ^blist^(varlist) specifies the B-list covariates eligible for removal from the model. Factor variables (e.g. i.age_category) are allowed. ^This option must be specified.^ ^criterion^(real) specifies the maximum allowable change in coefficient, ^in percent.^ The default value is 5%. ^complete^ specifies that only observations with complete data on all variables including the primary predictor, A-list, and B-list covariates be used in all models. This is the default in Stata stepwise commands. If this option is not specified, each model is run using observations with complete data on the outcome, primary predictor, A-list, and ^remaining^ B-list covariates. ^nomodels^ turns off printing of standard output for the initial and final models. ^nodetail^ turns off default printing of standard output for the initial and final models, as well as the variable removed and percent changes in the coefficient for the primary predictor within cycles. Examples -------- . cic [pweight=pwt], model(regress) outcome(bmd) primary(eeu) /// alist(age lweight i.estrogen calsupp diuretic etid momhip) /// blist(usearms i.tandstnd has10 gs10 gaitspd poorhlth caffeine drnkspwk smoker) /// complete nomodels . recode bmd min/.7=1 .7/max=0, gen(lowbmd) . cic, model(logistic) modelopts(vce(robust)) outcome(lowbmd) primary(eeu) /// alist(age lweight i.estrogen calsupp diuretic etid momhip) /// blist(usearms i.tandstnd has10 gs10 gaitspd poorhlth caffeine drnkspwk smoker) /// criterion(10) . stset years, f(death) . cic if age<30, model(stcox) primary(eeu) alist(age i.edu_cat) /// blist(usearms i.tandstnd has10 gs10 gaitspd poorhlth drnkspwk smoker) /// nodetail Author ------ Eric Vittinghoff, University of California San Francisco, San Francisco, CA, USA (eric@biostat.ucsf.edu) [This is Version 1.0.3 (17Feb2013).]