More efficient way of doing a step-wise approach?
Posted: 14 Dec 2022, 17:21
I have a model with a lot of dummy variables. There are about 6 control variables - each with on average 5 dummies.
the 6 control variables leaves 63 combinations of models.
My process right now would look like commenting off each variable individually and running the model.
Is there any way to automate this? Or to do it quicker. I am only down 2 combinations so far and it has taken 15 minutes.
the 6 control variables leaves 63 combinations of models.
My process right now would look like commenting off each variable individually and running the model.
Is there any way to automate this? Or to do it quicker. I am only down 2 combinations so far and it has taken 15 minutes.