Average over orderings

[PCA]

Is average over orderings, or anything similar for finding relative importance of regressors, available in eViews?

R has a package that computes 6 metrics for finding the relative importance of each regressor in a regression.

http://www.empowerstats.com/manuals/pap ... laimpo.pdf


Would this be difficult in eViews, or is it already available?

Thanks in advance.

[EViews Gareth]

Standardised coefficients are available as a built in procedure. Outside of that, having only taken a quick look at the pdf you provided, I believe the rest are not built in, but should be easy to calculate. Or you could simply call the R-package from within EViews.

[PCA]

Thanks!