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Specification Search
Limiting the number of models reported can speed up a specification search
significantly. However, only eight models in total will be encountered during the
specification search for this example, and specifying a nonzero value for
Retain only
the best ___ models
would have the undesirable side effect of inhibiting the program
from normalizing Akaike weights and Bayes factors so that they sum to 1 across all
models, as seen later.
E Close the Options dialog box.
Performing the Specification Search
E Click on the Specification Search toolbar.
The program fits the model eight times, using every subset of the optional arrows.
When it finishes, the Specification Search window expands to show the results.