Dear all,
To reproduce
1) open denmark.gdt
2) estimate
ols LRM 0 LRY IBO IDE
via GUI
3) In Model window
choose Tests/Omit variables
Select Sequential elimination
Set alpha = 0.08
Fragment of output:
Sequential elimination using two-sided alpha = 0.08
4) Repeat step 3 with the initial model
with the default alpha of 0.10
Fragment of output:
Sequential elimination using two-sided alpha = 0.08
We have 0.10 as it should be only if we run step 3)
with the default alpha first