MIINC: Stata module to conduct multi-model inference using information criteria

Joseph Luchman ()

Statistical Software Components from Boston College Department of Economics

Abstract: Implements Burnham and Anderson’s (2004; Sociological Methods & Research) multi-model inference framework for model averaging, model selection, and independent variable inclusion probability determination.

Language: Stata
Requires: Stata version 12.1
Keywords: model averaging; model selection; inclusion probability; information criterion; Akaike; Bayesian; recursive partitioning (search for similar items in EconPapers)
Date: 2014-05-06, Revised 2014-08-10
Note: This module should be installed from within Stata by typing "ssc install miinc". 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/m/miinc.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/miinc.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457828

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