Forward and backward stepwise selection in Stata

Question

Is there a command to that does both forward and backward selection in Stata? From what I can tell stepwise will only do one or the other.

Answer 1

See http://www.stata.com/help.cgi?stepwise for a start on the documentation.

Specify both pr() and pe() if you want flexibility to move in both directions. Whether this is exactly what you want I don't know.