search.steps {ldt}

Step-wise estimation

Description

This function uses the calculated inclusion weights and selects a subset of variables in each step. Note that it uses the values for the first target variable and first metric and might not be suitable for multi-target or multi-metric searches.

Usage

search.steps(method, isInnerExogenous, ...)

Arguments

method

sur, bin or varma

isInnerExogenous

Determines if the inner indices are for exogenous variables.

...

Additional arguments for the search function.

Value

the result