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BICDROP1: Stata module to estimate the probability a model is more likely without each explanatory variable

Paul Millar

Statistical Software Components from Boston College Department of Economics

Abstract: bicdrop1 is a post-estimation command that uses the Bayesian Information Criterion (BIC) to estimate the probability that the model would be more likely after dropping one of the explanatory variables. The BIC was developed by Raftery (1995). It works after the following estimation commands: regress, logistic, logit, ologit, oprobit, mlogit, poisson, nbreg. It also reports Akaike's AIC, an earlier measure of model likelihood, and BIC' (BIC prime), an alternative measure proposed by Raftery for model comparison.

Language: Stata
Requires: Stata version 7
Keywords: Bayes information criterion; BIC; AIC (search for similar items in EconPapers)
Date: 2005-03-16, Revised 2007-07-14
Note: This module should be installed from within Stata by typing "ssc install bicdrop1". 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/b/bicdrop1.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bicdrop1.hlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s449501

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