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an error while running a stepwise regression

Posted: Mon Sep 11, 2017 1:11 pm
by the cottager
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 .

Re: an error while running a stepwise regression

Posted: Mon Sep 11, 2017 1:13 pm
by EViews Gareth
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.