[Limdep Nlogit List] Model selection

[Trent Spears]

Hi,


Is it possible to estimate a (multinomial logistic) regression model in LIMDEP using a process of backward elimination? In particular, I would like to specify a threshold p-value and retrieve model output including only the independent variables with a p-value below this threshold.


For example, the sample code below might return the top-most table. What do I add to get the bottom-most table instead?


Thank you in advance!



Sample code, for p-value threshold = 0.10:

DISCRETECHOICE;Lhs=Choice,Group;Conditional; Rhs = var1,var2,var3$


--------+--------------------------------------------------------------------
        |                  Standard            Prob.      95% Confidence
   PLACE|  Coefficient       Error       z    |z|>Z*         Interval
--------+--------------------------------------------------------------------
    VAR1|   -3.96840*       2.38165    -1.67  .0957    -8.63634    .69954
    VAR2|     .40056         .69390      .58  .5638     -.95947   1.76058
    VAR3|    -.02381        1.10233     -.02  .9828    -2.18433   2.13672


--------+--------------------------------------------------------------------
        |                  Standard            Prob.      95% Confidence
   PLACE|  Coefficient       Error       z    |z|>Z*         Interval
--------+--------------------------------------------------------------------
    VAR1|   V*       W    X  .082    Y    Z