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Hi Gareth

Thanks. I would prefer to get the program to exit the loop, as if estimation fails once it must fail for all of the subsequent iterations, and they don't need to be tried as would happen with those commands. Is that possible?

tim

Hi

I am doing a grid search using a for loop. In each iteration I estimate an equation. For some iterations the estimation does not work. How can I tell EViews to exit the loop when the error occurs, rather than the program stopping?

I am using EViews 12.

Thanks
Tim

Hi Gareth

Thanks. If I generate the dummies manually and then put them into the list of variables that can be searched over by the PC-Gets algorithm would that be equivalent?

TIm

Hi

Is it possible to use both indicator saturation and PC-Gets to do variable selection for an equation in EViews 12? I seem to be only able to do each of them separately.

Thanks
Tim