[Scilab-users] Use of automatic function without one or more specification tests

[Eric Dubois]

Hello Samuel

I don not know what you mean by "the function *automatic *runs partially",
but anyway, you can choose your specification tests with the option
'test=....' as shown in example 2 of the help file for automatic.

If you want to use only the Doornik-Hansen normality test, then run (shown
with the example of the help file):
--> global GROCERDIR
--> load(GROCERDIR+'/data/bdhenderic.dat') ;
-->
results=automatic('delts(lm1-lp)','lagts(lm1-lp-ly)','delts(lp)','rnet','delts(lagts(lm1-lp))',
'delts(lagts(2,lm1-lp))','delts(lagts(3,lm1-lp))','delts(lagts(4,lm1-lp))',...
'delts(ly)','delts(lagts(1,ly))',
'delts(lagts(2,ly))','delts(lagts(3,ly))','delts(lagts(4,ly))',...
'delts(delts(lp))','delts(delts(lagts(1,lp)))','delts(delts(lagts(2,lp)))','delts(delts(lagts(3,lp)))','delts(delts(lagts(4,lp)))',...
'delts(rnet)','delts(lagts(1,rnet))','delts(lagts(2,rnet))','delts(lagts(3,rnet))','delts(lagts(4,rnet))','const',...
'test=doornhans')

Alternativley if you want to obtain the display specification test, but
without them constarining the estimation, tou can impose a 0 p-value for
these tests with option 'eta=0':
-->  results=automatic('delts(lm1-lp)','lagts(lm1-lp-ly)','delts(lp)','rnet','delts(lagts(lm1-lp))',
'delts(lagts(2,lm1-lp))','delts(lagts(3,lm1-lp))','delts(lagts(4,lm1-lp))',...
'delts(ly)','delts(lagts(1,ly))',
'delts(lagts(2,ly))','delts(lagts(3,ly))','delts(lagts(4,ly))',...
'delts(delts(lp))','delts(delts(lagts(1,lp)))','delts(delts(lagts(2,lp)))','delts(delts(lagts(3,lp)))','delts(delts(lagts(4,lp)))',...
'delts(rnet)','delts(lagts(1,rnet))','delts(lagts(2,rnet))','delts(lagts(3,rnet))','delts(lagts(4,rnet))','const',...
'eta=0')

Éric.


2014-08-18 0:01 GMT+02:00 Samuel Enibe <samuel.enibe at unn.edu.ng>:

> I would like to use the *automatic* function in the Grocer SCILAB package
> to eliminate some non significant variables in a linear regression problem.
> The function *ols* runs successfully on the data. In contrast, the
> function *automatic* runs partially, suggesting that it should be run
> without the specification tests. Is there any way to eliminate one or more
> of the specification tests?
>  The user manual is not clear on this.
> Your suggestions will be highly appropriated.
>
> Samuel Enibe
> University of Nigeria, Nsukka
>
>
>
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