an error while running a stepwise regression

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Jason, EViews Moderator, EViews Matt

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: 13308
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.
Follow us on Twitter @IHSEViews


Return to “Programming”

Who is online

Users browsing this forum: No registered users and 41 guests