Re: [Gretl-devel] remove unsignificant variables

cottrell(a)wfu.edu @ INTERNET skrev 2008-01-10 19:40:46 : > 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. So it is a backward selection precedure. It's great that it has been added, I have missed it. Could you add a forward selection procedure too, please?