Grocer Function
NAME
auto_stage1 - search of a statistically admissible regression
CALLING SEQUENCE
[listeq]=auto_stage1(y,x,listeq,indx,indcte,firstelim,r00,rmod,alpha,eta)
PARAMETERS
Input
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y = vector of the endogenous variable
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x = matrix of the exogenous variables
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listeq = the list containing all preceding paths and the corresponding estimation results
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index = the indexes of the x variables remaining at the entry of the function
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indcte = the booelan indicating the presence or the absence of the constant in the regression
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firstelim = the index of the first variable which is withdrawn to begin the path
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r00 = the results tlist for the regression containing all exogenous variables whose index is in indx
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rmod = a tlist defined by def_results
Output
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listeq = the entry list plus the path followed here and, if it leads to a new model, the corresponding estimation results
DESCRIPTION
Starting from the variable whose index in indx is firstelim, find a path where: the less significant variable which does not make the specification tests calculated in test_func fails is successively withdrawn until: 1) either the withdrawn variables as a group has been already encountered on another path 2) or all remaining variables are non significant or the regression does not pass the specification tests calculated in test_func.
EXAMPLE
This function is a procedure of automatic. Very specific indeed.
AUTHOR
Eric Dubois 2002