About Eliminating Insignificant Variables
Posted: Mon May 27, 2013 9:32 pm
I am running a regression with many independent variables. Some of them are insignificant.
What I need to do is to eliminate the most insignificant variable --> see the result --> eliminate the most insignificant variable --> repeat until all variables remaining are significant.
Is there any build-in function in EViews to do this elimination automatically?
Thank you.
What I need to do is to eliminate the most insignificant variable --> see the result --> eliminate the most insignificant variable --> repeat until all variables remaining are significant.
Is there any build-in function in EViews to do this elimination automatically?
Thank you.