EViews.com

Just enquiring about the capabilities of the student version of EViews and want to know the specific limitations of the product.

I need to run a logistic regression testing the effect of many independent variables using max likelihood estimation. Will this product have any limitations to running this model?

Thanks.

Define "many".

Also see http://www.eviews.com/EViews8/EViews8Student/evstud8.html

I have around 10-12 independents although I need to test all permutations of variables to specify the 'best' model recursively for over 250 data points using a max of 5 variables and a min of 2.

10-12 independents is not many. 10,000 to 12,000 is many

Testing all the permutations will be tricky in the student version simply because the student version does not support programming. You'll have to do it all one at a time via the point and click interface.

The student version doesn't support programming. That's going to make it hard to do what you want.

I have decided to just run one logit with 5 variables which has a pretty good McFadden stat and i have a question about running this logit recursively with a rolling window.

I have a 256 month data sample and am looking to run this model with a rolling window of 72 months to then test out of sample for 24 months recursively every month. I need to store the fitted values of the logit every month although the rolling regression add in doesn't allow me to. Do i have to write a program to store these? Is there anyway I can run this recursive model without programming as I have little experience at writing code?

You will have to program. The programming forum has lots of examples. Again, though, you cannot use the student version for this.

I am using the EViews demo. Will there be any limitations to running the recursive code? For example, I'm having immediate trouble loading certain workfiles I have saved onto the program window?

You cannot run programs in the Student Version.