On 30 April 2015 at 17:51, Michael Ott <ottmichael(a)gmail.com> wrote:
Does anyone know stepwise how to do an interrupted time series in Gretl.
I'm using Gretl on my Mac any help as far as identifying a
trend and level would be appreciated
If you've yet to receive an answer about this, it's because most
practioners believe stepwise regression of any sort is a Very Bad Idea.
Google Frank Harrell's 11 points against the method to understand why, If
you've read this already, then you'll need to give us a darned good
explanation as to why you think he's wrong.
If your choice of predictors are guided by theory, what exactly is wrong
with entering the model as a whole anyway?