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I am trying to do a stepwise regression but I keep getting the message 'Tolerance must be non-negative'.
I don't know what this means, could you advise?
I've put my dependent variable in the top, 11 independent in the bottom section and in options I've played around with everything I could think of but the same message keeps popping up.
Tks.

The stopping criteria tolerances must be non-negative numbers.

Hi Gareth, thanks for that. The stopping criteria I've used are 0.2, I've tried other positive numbers but get the same pop up 'tolerances must be non-negative'. I've also tried combinatorial for the selection method with number of regressors set at 5 but still get the same result.

What is the build date of your copy of EViews? (Help->About EViews)

Dear Gareth,

I just found this thread and I'm wondering if you have found a fix for this bug. I try to run stepwise with combinatorial method, and keep getting the same error message (Tolerance must be non-negative.) Thanks.

Could you provide an example of when this happens in the latest version of EViews?

I tried to send you some screenshots in a private message but it seems it is impossible to attach .jpg, .bmp or similar files.

Essentially, what I do is run a linear regression with stepwise least squares, combinatorial method. I have a dependent variable, a constant and something like 6-7 search regressors. I set the number of regressors to select as 3. Basically, I leave all the other settings as they are, without tweaking anything.

An update solved the problem, now it works fine. Thank you for your help.