combinatorial stepwise eviews 12 misreport combinations compared

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bparksb
Posts: 56
Joined: Mon Mar 21, 2011 9:26 pm

combinatorial stepwise eviews 12 misreport combinations compared

Postby bparksb » Tue Mar 23, 2021 10:51 am

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

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13306
Joined: Tue Sep 16, 2008 5:38 pm

Re: combinatorial stepwise eviews 12 misreport combinations compared

Postby EViews Gareth » Tue Mar 23, 2021 11:13 am

Yep, we'll fix.
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