an error while running a stepwise regression

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the cottager
Posts: 1
Joined: Mon Sep 11, 2017 9:52 am

an error while running a stepwise regression

Postby the cottager » Mon Sep 11, 2017 1:11 pm

Hi all,

whilst running a stepwise regression, I have encountered the following error message " Always included regressors list contains collinear variables or more variables than observations". I would be grateful if you can point me to the right direction.

I use Eviews 9.5

thank you .

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11407
Joined: Tue Sep 16, 2008 5:38 pm

Re: an error while running a stepwise regression

Postby EViews Gareth » Mon Sep 11, 2017 1:13 pm

The list of variables you have selected to not be part of the selection process are either perfectly collinear, or there are more variables included than you have observations.
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