EViews.com

Posted: **Thu Feb 17, 2011 5:54 am**

Hello,
I have created a (global) group with 310 variables. I would like to estimate a stepwise regression based on this grlobal group but I have too much variables in my (global) group for the estimation.

So, I would like to create K subgroup (with maximum 30 variables in each K subgroup) and each variables should be extracted from a random draws from the global group . I don't know how to program it? Do you have a solution? Thanks a lot

Posted: **Thu Feb 17, 2011 9:07 am**

Here's a bit of code that creates a workfile with 310 variables in it, puts them in a group, called G, then creates another group, called G3, that has a random selection of 30 of those variables.

Code: Select all


create u 100

group g
for !i=1 to 310
	series x!i=nrnd
	g.add x!i
next


copy g g2   'make a copy of the group

group g3
for !i=1 to 30
	!rand = @floor((g2.@count*@rnd))+1   'generate a random number
	%name = g2.@seriesname(!rand)  'select the series from the group
	g3.add {%name}  'add it to group 3
	g2.drop {%name}	'drop it from group 2 (to avoid replacement issues)
next

Posted: **Fri Feb 18, 2011 12:46 am**

thanks a lot for your help !!

EViews.com

Ho to create a subgroup from a global group

Ho to create a subgroup from a global group

Re: Ho to create a subgroup from a global group

Re: Ho to create a subgroup from a global group