Re: [Gretl-devel] remove unsignificant variables
On Thu, 10 Jan 2008, Ignacio Diaz-Emparanza wrote:
> ols y 0 xlist
> omit --auto
That's perfect !!
But, what does mean "sequenciallly" here?
1. Find the variable with the highest p-value (other than
the constant).
2. Is that p-value greater than (say) 0.1?
- If so, drop the variable, re-estimate the model and
go to step 1.
- If not, stop and report the results, including an
F-test on all the variables omitted.
Allin.