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ICOMP: Stata module to calculate model selection information criteria
Stanislav Kolenikov Statistical Software Components from Boston College Department of Economics
Calculates informational criteria (AIC, SBIC, ICOMP) used to select the best model, in terms of goodness of fit to the nubmer of parameters trade-off, after any estimation command that produces a log-likelihood function value.
Requires: Stata version 6.0
Keywords: information criteria; AIC; SBC; SBIC; ICOMP (search for similar items in EconPapers)
Note: This module may be installed from within Stata by typing "ssc install icomp". Windows users should not attempt to download these files with a web browser.
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Downloads: (external link) http://fmwww.bc.edu/repec/bocode/i/icomp.ado program code (text/plain) http://fmwww.bc.edu/repec/bocode/i/icomp.hlp help file (text/plain) http://fmwww.bc.edu/repec/bocode/i/icomp.pdf documentation (application/pdf)
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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s410201
Ordering information: This software item can be ordered from http://repec.org/docs/ssc.php
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