In Eviews 12, varsel method, combinatorial, the report of Number of combinations compared is wrong or at least differs from Eviews 11
Example:
wfcreate u 100
tic
scalar astopic = @toc
for !i = 1 to 32
genr x!i = @rnorm
next !i
genr y = @rnorm
scalar astopic1 = @toc
for !j=10 to 10
equation cmb!j.stepls(force,method=comb,nvars=!j,s=.8,m=1000) y c @ x1 x2 x3 x4 x5 x6 x7 x8 x9 x10 x11 x12 x13 x14 x15 x16 x17 x18 x19 x20 x21 x22 x23 x24 x25 x26 x27 x28 x29 x30 x31 x32
next !j
scalar stoptic2 = @toc
The report under the regression output has:
Selection Summary
Number of selected regressors: 10
Number of combinations compared: 6
Eviews 10 and 11 report
Number of combinations compared: 64512240
which is the combinatorial number choose 10 from 32
Tested Eviews 12 on 3 machines, Eviews 10 and 11 on one machine.
Bob
combinatorial stepwise eviews 12 misreport combinations compared
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Re: combinatorial stepwise eviews 12 misreport combinations compared
Yep, we'll fix.
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