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Stepwise backward with nvars=x
Posted: Tue Nov 13, 2012 5:13 am
by Patrick
Works as expected.
Works as expected as well.
or
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stepls(method=stepwise,nvars=4,back)Gives me more than 4 variables but seems to stop on the criterion on p<0.5 regardless of what i set nvars to. Can I run backwards with exactly 4 variables no matter what p or t I get?
Thanks is advance guys.
/Patrick
As a side note Eviews spelled search wrong in "Stopping criterion: number of seach regressors in..." when you go uni-directional.
Re: Stepwise backward with nvars=x
Posted: Tue Nov 13, 2012 8:45 am
by EViews Gareth
You cannot force it to have 4 regressors when going backwards.
Thanks for the typo note.
Re: Stepwise backward with nvars=x
Posted: Tue Nov 13, 2012 9:15 am
by Patrick
Thanks Gareth. May I ask why we can not force nvars when going backwards?
Re: Stepwise backward with nvars=x
Posted: Tue Nov 13, 2012 9:34 am
by EViews Gareth
Because the other stopping criteria will kick in first. Why not use combinatorial?
If you really want to use backwards stepwise, you can artificially set the p-value criteria so that they are unimportant (which is the same as doing uni-directional backwards):
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STEPLS(FTOL=0.000001,BTOL=0,NVARS=4,BACK)