stepls |
method = arg | Stepwise regression method: “stepwise” (default), “uni” (uni-directional), “swap” (swapwise), “comb” (combinatorial). |
nvars = int | Set the number of search regressors. Required for swapwise and combinatorial methods, optional for uni-directional and stepwise methods. |
w=arg | Weight series or expression. Note: we recommend that, absent a good reason, you employ the default settings Inverse std. dev. weights (“wtype=istdev”) with EViews default scaling (“wscale=eviews”) for backward compatibility with versions prior to EViews 7. |
wtype=arg (default=“istdev”) | Weight specification type: inverse standard deviation (“istdev”), inverse variance (“ivar”), standard deviation (“stdev”), variance (“var”). |
wscale=arg | Weight scaling: EViews default (“eviews”), average (“avg”), none (“none”). The default setting depends upon the weight type: “eviews” if “wtype=istdev”, “avg” for all others. |
coef=arg | Specify the name of the coefficient vector (if specified by list); the default behavior is to use the “C” coefficient vector. |
prompt | Force the dialog to appear from within a program. |
p | Print estimation results. |
back | Set stepwise or uni-directional method to run backward. If omitted, the method runs forward. |
tstat | Use t-statistic values as a stopping criterion. (Default uses p-values). |
ftol=number (default = 0.5) | Set forward stopping criterion value. |
btol=number (default = 0.5) | Set backward stopping criterion value. |
fmaxstep=int (default = 1000) | Set the maximum number of steps forward. |
bmaxstep=int (default = 1000) | Set the maximum number of steps backward. |
tmaxstep=int (default = 2000) | Set the maximum total number of steps. |
minr2 | Use minimum R-squared increments. (default uses maximum R-squared increments.) |
force | Suppress the warning message issued when a large number of regressions will be performed. |