RASPRT: Stata module to plot the risk adjusted sequential probability ratio test (+/- risk adjusted cusum)

Brent McSharry

Statistical Software Components from Boston College Department of Economics

Abstract: rasprt benchmarks sequential binary outcomes against the probability of that outcome generated from prediction models, using the risk adjusted sequential probability ratio test (+/- risk adjusted cusum)

Language: Stata
Requires: Stata version 10.1
Keywords: binary outcomes; prediction; sequential probability ratio; risk adjusted cusum (search for similar items in EconPapers)
Date: 2014-01-14, Revised 2018-05-19
Note: This module should be installed from within Stata by typing "ssc install rasprt". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/rasprt.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rasprt.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457776

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