Search found 3 matches
- Tue Dec 05, 2017 7:22 pm
- Forum: Programming
- Topic: Help with stepls combinatory?
- Replies: 4
- Views: 3223
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.
- Tue Dec 05, 2017 7:09 pm
- Forum: Programming
- Topic: Help with stepls combinatory?
- Replies: 4
- Views: 3223
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.
- Tue Dec 05, 2017 4:23 pm
- Forum: Programming
- Topic: Help with stepls combinatory?
- Replies: 4
- Views: 3223
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...