08-25-2015 03:06 PM
I've been trying to figure out how to create indices for my variables to use it in a loop in order to have different regression models similar to backward elimination.
Y (dependent variable)
Xi (independent variables) i=1,2,3,.....10 e.g.
Then I am interested in keeping the first two variables X1, X2 always in the model and try to find which of the rest giving the X1 significant (p<0.05) (the first hit-so close to 0.05 but less than 0.05) and/or the X2 by starting with all variables in the model (e.g all 10) and I am not care about F-statistic for the whole model .
I would like to use a macro for this
Many thanks in advance