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Saving variable names from stepwise
Posted: Wed Jun 20, 2012 5:08 am
by MSQ1
I want to save the result from a stepwise regression in a matrix but I do not only need to know the coefficient values (@coefs) but I also need to know which variables were actually chosen. Can I also save the names of the selected variables?
Re: Saving variable names from stepwise
Posted: Wed Jun 20, 2012 5:25 am
by EViews Gareth
As with all equations, you can use eq.@varlist to get a list of all of the variables included in the final equation.
Re: Saving variable names from stepwise
Posted: Tue Jun 26, 2012 4:31 am
by MSQ1
Is there a way I can get the resulting varlist converted to an alpha series? I'm trying to get the information in a format so I can save it to a SQL database using odbc.
Re: Saving variable names from stepwise
Posted: Tue Jun 26, 2012 7:59 am
by EViews Gareth
You'd have to write a loop and populate the alpha series one at a time.
Re: Saving variable names from stepwise
Posted: Mon Aug 06, 2012 6:52 pm
by olivia33
I want to save the result from a stepwise regression in a matrix but I do not only need to know the coefficient values (@coefs) but I also need to know which variables were actually chosen. Can I also save the names of the selected variables?
Hello,
how do you do a stepwise regression? I have been staring at this thing all day long and cant figure it out.
The people on
this site are just wonderful, I hope someone can help.
Saving variable names from stepwise
Posted: Mon Aug 06, 2012 7:38 pm
by EViews Gareth
User Guide II has good instructions. Lookup stepwise in the index.