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
Indicator Saturation and Variable Selection with PC-Gets
Moderators: EViews Gareth, EViews Moderator
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Indicator Saturation and Variable Selection with PC-Gets
Currently, no.
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Re: Indicator Saturation and Variable Selection with PC-Gets
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
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
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13401
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Indicator Saturation and Variable Selection with PC-Gets
Yep. If doing multiple indicator types (or if you have dummies already), you have to worry about singularities.
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