Step-wise: Exclusion of variables based on sign

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PacNW
Posts: 21
Joined: Fri Apr 01, 2011 4:31 pm

Step-wise: Exclusion of variables based on sign

Postby PacNW » Wed Apr 20, 2011 10:48 am

Is there any way to have variables in the step-wise least squares regression be rejected based on sign(+/-) of the estimated variable coefficient?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Step-wise: Exclusion of variables based on sign

Postby EViews Gareth » Wed Apr 20, 2011 10:51 am

Not with the built-in stepwise procedure. However it should be relatively trivial to write one yourself.
This would be a good starting point.
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PacNW
Posts: 21
Joined: Fri Apr 01, 2011 4:31 pm

Re: Step-wise: Exclusion of variables based on sign

Postby PacNW » Wed Apr 20, 2011 11:09 am

Ahh ok, thanks
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