Economics at your fingertips  

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 This package has been superseded by -genspec- on SSC (q.v.)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 ( Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed

Downloads: (external link) program code (text/plain) help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Ordering information: This software item can be ordered from

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().

Page updated 2021-11-30
Handle: RePEc:boc:bocode:s457705