Saving variable names from stepwise

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MSQ1
Posts: 13
Joined: Fri Sep 17, 2010 7:18 am

Saving variable names from stepwise

Postby MSQ1 » Wed Jun 20, 2012 5:08 am

I want to save the result from a stepwise regression in a matrix but I do not only need to know the coefficient values (@coefs) but I also need to know which variables were actually chosen. Can I also save the names of the selected variables?

EViews Gareth
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Re: Saving variable names from stepwise

Postby EViews Gareth » Wed Jun 20, 2012 5:25 am

As with all equations, you can use eq.@varlist to get a list of all of the variables included in the final equation.
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MSQ1
Posts: 13
Joined: Fri Sep 17, 2010 7:18 am

Re: Saving variable names from stepwise

Postby MSQ1 » Tue Jun 26, 2012 4:31 am

Is there a way I can get the resulting varlist converted to an alpha series? I'm trying to get the information in a format so I can save it to a SQL database using odbc.

EViews Gareth
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Re: Saving variable names from stepwise

Postby EViews Gareth » Tue Jun 26, 2012 7:59 am

You'd have to write a loop and populate the alpha series one at a time.
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olivia33
Posts: 1
Joined: Mon Aug 06, 2012 6:50 pm

Re: Saving variable names from stepwise

Postby olivia33 » Mon Aug 06, 2012 6:52 pm

MSQ1 wrote:I want to save the result from a stepwise regression in a matrix but I do not only need to know the coefficient values (@coefs) but I also need to know which variables were actually chosen. Can I also save the names of the selected variables?


Hello,

how do you do a stepwise regression? I have been staring at this thing all day long and cant figure it out.
The people on this site are just wonderful, I hope someone can help.
Last edited by olivia33 on Sat Aug 25, 2012 8:42 pm, edited 1 time in total.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12315
Joined: Tue Sep 16, 2008 5:38 pm

Saving variable names from stepwise

Postby EViews Gareth » Mon Aug 06, 2012 7:38 pm

User Guide II has good instructions. Lookup stepwise in the index.
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