Stepwise backward with nvars=x

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Patrick
Posts: 5
Joined: Wed Oct 10, 2012 1:43 am

Stepwise backward with nvars=x

Postby Patrick » Tue Nov 13, 2012 5:13 am

Code: Select all

stepls(method=uni,nvars=4)
Works as expected.

Code: Select all

stepls(method=stepwise,nvars=4)
Works as expected as well.

Code: Select all

stepls(method=uni,nvars=4,back)
or

Code: Select all

stepls(method=stepwise,nvars=4,back)
Gives me more than 4 variables but seems to stop on the criterion on p<0.5 regardless of what i set nvars to. Can I run backwards with exactly 4 variables no matter what p or t I get?

Thanks is advance guys.
/Patrick

As a side note Eviews spelled search wrong in "Stopping criterion: number of seach regressors in..." when you go uni-directional.

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

Re: Stepwise backward with nvars=x

Postby EViews Gareth » Tue Nov 13, 2012 8:45 am

You cannot force it to have 4 regressors when going backwards.

Thanks for the typo note.

Patrick
Posts: 5
Joined: Wed Oct 10, 2012 1:43 am

Re: Stepwise backward with nvars=x

Postby Patrick » Tue Nov 13, 2012 9:15 am

Thanks Gareth. May I ask why we can not force nvars when going backwards?

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Stepwise backward with nvars=x

Postby EViews Gareth » Tue Nov 13, 2012 9:34 am

Because the other stopping criteria will kick in first. Why not use combinatorial?

If you really want to use backwards stepwise, you can artificially set the p-value criteria so that they are unimportant (which is the same as doing uni-directional backwards):

Code: Select all

STEPLS(FTOL=0.000001,BTOL=0,NVARS=4,BACK)


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