EViews.com

Posted: **Tue Jan 12, 2021 8:32 pm**

Hi

Is it possible to use both indicator saturation and PC-Gets to do variable selection for an equation in EViews 12? I seem to be only able to do each of them separately.

Thanks
Tim

Posted: **Tue Jan 12, 2021 9:10 pm**

Currently, no.

Posted: **Wed Jan 13, 2021 3:20 pm**

Hi Gareth

Thanks. If I generate the dummies manually and then put them into the list of variables that can be searched over by the PC-Gets algorithm would that be equivalent?

TIm

Posted: **Wed Jan 13, 2021 3:44 pm**

Yep. If doing multiple indicator types (or if you have dummies already), you have to worry about singularities.

EViews.com

Indicator Saturation and Variable Selection with PC-Gets

Indicator Saturation and Variable Selection with PC-Gets

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Re: Indicator Saturation and Variable Selection with PC-Gets

Re: Indicator Saturation and Variable Selection with PC-Gets