ICOMP: Stata module to calculate model selection information criteria

Stanislav Kolenikov ()

Statistical Software Components from Boston College Department of Economics

Abstract: 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.

Language: Stata
Requires: Stata version 6.0
Keywords: information criteria; AIC; SBC; SBIC; ICOMP (search for similar items in EconPapers)
Date: 2000-04-03
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

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