GETS: Stata module to implement a General-to-Specific modelling algorithm

Damian Clarke

Statistical Software Components from Boston College Department of Economics

Abstract: gets is an algorithm for general-to-specific model prediction in Stata. It is designed to search a large number of explanatory variables, and from these explanatory variables select the 'best' model based upon their relevance and power in explaining the dependent variable of interest. gets implements a series of tests and search paths as outlined in the (growing) econometric literature on general-to-specific modelling. This package has been superseded by -genspec- on SSC (q.v.)

Language: Stata
Requires: Stata version 11
Keywords: general-to-specific modelling; specification search; regression (search for similar items in EconPapers)
Date: 2013-09-20, Revised 2013-09-28
Note: This module should be installed from within Stata by typing "ssc install gets". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Citations: View citations in EconPapers (1)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/gets.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gets.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457705

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