Easy make multiple regressions & adjusting models
Posted: Wed May 30, 2012 7:22 am
Hello,
In EViews I'm trying to run 40 seperate regressions.
So what I want to make is:
eq01.ls r c x1(-1)
eq02.ls r c x2(-1)
eq03.ls r c x3(-1)
...
eq40.ls r c x40(-1)
Is there an easy way to do this?
A second point is, that I also would like to run a regression in which r is regressed on x1,x2,...,x40 and some other variables. I would like EViews to automatically remove the most insignificant variabele and to save all coefficients, removed variabels, p-values and AIC- and SIC-criteria to a matrix.
How can I code this?
Thanks a lot!
Piet
In EViews I'm trying to run 40 seperate regressions.
So what I want to make is:
eq01.ls r c x1(-1)
eq02.ls r c x2(-1)
eq03.ls r c x3(-1)
...
eq40.ls r c x40(-1)
Is there an easy way to do this?
A second point is, that I also would like to run a regression in which r is regressed on x1,x2,...,x40 and some other variables. I would like EViews to automatically remove the most insignificant variabele and to save all coefficients, removed variabels, p-values and AIC- and SIC-criteria to a matrix.
How can I code this?
Thanks a lot!
Piet