PRE: Stata module to calculate the proportional reduction in errors accomplished by an estimated model

Paul Millar ()

Statistical Software Components from Boston College Department of Economics

Abstract: pre is a post-estimation command that calculates the proportional reduction in errors achieved by the model. pre is a measure of the predictive power of a model. This routine is simpler and is applicable to more models than lstat. Stata 7 users should use pre7.

Language: Stata
Requires: Stata version 9 (version 8 for pre8)
Keywords: error; estimation; proportional reduction (search for similar items in EconPapers)
Date: Written 2005-03-24
Note: This module may be installed from within Stata by typing "ssc install pre". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/p/pre.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pre.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pre8.ado program code (text/plain)

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