Information Criterion

For econometric discussions not necessarily related to EViews.

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mwu888
Posts: 25
Joined: Sat Jul 09, 2011 5:49 pm

Information Criterion

Postby mwu888 » Wed Sep 21, 2011 5:35 am

Using Eviews version 7.2.

I would like to know if there is a way to run OLS using information criterion such as AIC, BIC, or adjusted R^2. I think I am right by saying that this cannot be accomplished directly using the GUI interface. I imagine this has to be done using the command line. Can someone show me an example?

Thank you.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Information Criterion

Postby EViews Gareth » Wed Sep 21, 2011 7:00 am

Your question doesn't make sense.

mwu888
Posts: 25
Joined: Sat Jul 09, 2011 5:49 pm

Re: Information Criterion

Postby mwu888 » Wed Sep 21, 2011 1:06 pm

Sorry. My English must be really bad. Allow me to try it again.

Is there a way to run stepwise regression with the option of using a specific information criterion such as AIC or BIC? I know this can be accomplished in R. I don't see such a flexibility in Eviews.


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