Search found 3 matches

by danielb
Tue Dec 05, 2017 7:22 pm
Forum: Programming
Topic: Help with stepls combinatory?
Replies: 4
Views: 114

Re: Help with stepls combinatory?

That's what i thought too... and i did exactly that. I used stepls combinatorial to run all models and compared the AIC's. Unfortunately, our hunch is not right: maximizing R-squared is not necessarily the same thing as minimizing AIC, so I could not rely on that result. :( :(
by danielb
Tue Dec 05, 2017 7:09 pm
Forum: Programming
Topic: Help with stepls combinatory?
Replies: 4
Views: 114

Re: Help with stepls combinatory?

It doesn't matter, i could use 1 of them or all 13, i just have to found the smallest AIC. That's the problem: i need to run through ALL possible combinations of the 13... the ones that only use 1, the ones that use 2, and so on.
by danielb
Tue Dec 05, 2017 4:23 pm
Forum: Programming
Topic: Help with stepls combinatory?
Replies: 4
Views: 114

Help with stepls combinatory?

I have 13 regressors and I have to find the best combination based on the Akaike Information Criterion. Being new to programming in EViews, the closest way I found was by using stepls combinatory, but it yields the model that presents the largest R-square, instead of the lowest AIC. How could I chan...

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