About Eliminating Insignificant Variables

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kinon902003
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Joined: Tue Mar 06, 2012 7:26 pm

About Eliminating Insignificant Variables

Postby kinon902003 » Mon May 27, 2013 9:32 pm

I am running a regression with many independent variables. Some of them are insignificant.

What I need to do is to eliminate the most insignificant variable --> see the result --> eliminate the most insignificant variable --> repeat until all variables remaining are significant.

Is there any build-in function in EViews to do this elimination automatically?

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

Re: About Eliminating Insignificant Variables

Postby EViews Gareth » Tue May 28, 2013 8:21 am

Look up stepwise estimation in the manual/help system.
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