| cRep |
no of replications M
|
| vBeta |
coefficients of relevant variables (also determines number of relevant variables)
|
| cN |
total number of variables N
|
| cT |
sample size
|
| dP_a |
significance level for selection
|
| bForcedConstant |
TRUE: force Constant in all models, FALSE: Constant is free (default is TRUE)
|
| bUseAutometrics |
TRUE: use Autometrics, else use 1-cut (default is FALSE)
|
| bFixedX |
TRUE: use fixed regressors (default is FALSE)
|
| dSigma |
>0: sigma for N[0,1] errors, < 0: use student-t(3) instead of normal (default is 1)
|
| dMu |
mean (default is 0)
|
| bDiagnostics |
TRUE:use diagnostic testing with Autometrics (default TRUE)
|
| sOutliers |
string definining outlier mode (default is "none")
|